Have you checked ALL the GP circuitry? Did you check the individual pins from the relay send, and the wires that actually go to the glow plugs?
With the factory GP relay, you can hear it turn off (slight click sound) after glowing for about 20 seconds. My GP light goes off after about 5, but the relay is still activating the glow plugs for 15 more seconds.
Dieselgiant.com has a good page for troubleshooting GP systems.
http://dieselgiant.com/glowplugrepair.htm
Let us know what you find out!
