Ok, I'm coming in late in this discussion, but I assume you already tested you glow plugs for resistance?

2. is your red wire to the relay live (e.g. 12V off it)?

when you turn the key, do you hear a distinct click? The relay should click a 2nd time once you've had the key on too long before you try and start the motor. That's the relay shutting down (so it's a failsafe to keep you from frying plugs and other bits).

If you have 2 or more plugs out on this 603, the light will NOT come on. Second, if all plugs are out it will NOT start. I've already tested this on a 95 degree day. And yes, some smoke will come out the tailpipe, but it won't go.

you can pull the relay out of its housing to see if it's moving or not when you turn the key. As long as you don't touch the 80A wire you can hold it in your hand to watch.

good luck.

__________________
1982 300TD 210K miles ("The Replacement" aka "The Anvil") - SOLD
1979 300SD 245K miles (never ending project)
2007 Pinarello F3:13
1995 Ducati 916 (SOLD, sniff)
1999 Ducati 900SSie (SOLD)