How long are you holding the knob in the pre-glow position? My 5th glow plug (that's all it is) doesn't get red hot untill a count of 20-30 depending on the temp outside.
If it's not that cold, I'll only preglow for a count of 10-15 and the engine starts right up, but the indicator never gets red.

As far as testing the plugs themselves, if you have voltage anywhere at any of the plugs, or on any of the resistance wires then they all have to be good because they are in series.
If you don't have an assistant to hold the glowplugs on while you test, you could also test for contunity across each plug.

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1971 220D/4-speed ~250K mi. Family owned (dads side) through three generations since <5K miles.
1992 Chrysler LeBaron, 3.0V6 125K. Family owned (moms side) through three generations since new.
1977 Chevy Camaro Continual hotrod project
1970 Cadillac Sedan DeVille 472ci and nearly 19' long
1974 Fiat Spider Still needs work