Easy stuff first. Check all the resistances of your glow plugs as one may be almost a dead short. That should have taken the strip fuse out though so is probably not a good candidate. Next I would find the relays ground leg. If this has some resistance it may be shunting more current through another circuit in the relay to attempt to complete a ground than it was designed to take. It may pay dividends to open up one of the now defunct ones and see what if anything has overheated and burnt out.. Thats where I would start first. It might give you a clue as to what is happening.