Kyle:

Looks to me as if your relay is behind the firewall where the large plug that the wire goes to for the 80A fuse connects. You will have to remove the wiper arm and grille to replace it.

Most likely you have a shorted glowplug -- you have the old series kind if you have only one wire to them. Check for something touching the wires between the glowplugs. If you can't find anything, take the wires off (remember which bits go where) and check for a short between the connetor on each plug and the block. Replace the plug with a short -- probably just carbon, but safer to replace.

Peter

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1972 220D ?? miles
1988 300E 200,012
1987 300D Turbo killed 9/25/07, 275,000 miles
1985 Volvo 740 GLE Turobodiesel 218,000
1972 280 SE 4.5 165, 000 - It runs!