I had this same issue with my car. I replaced the glow plug relay, engine to body ground strap, all glow plugs and nothing changed. I started to check out the wiring in the rest of the car and I found some really scary stuff, like a half wired in car alarm, lots of wiring that went nowhere and the red wire that leads from the headlight switch to the ignition looks like it had been on fire and was shorting out.

I cleaned a bunch of it up, removed the alarm, and like magic, the glow plugs started working again. I really don't know if anything that I did fixed the car, tried undoing the work that I have done but nothing that I do will make the glow plugs stop working. I have been driving the car for about a week and the glow plugs are still working great.

I checked the voltage regulator yesterday and it was completely worn out. I doubt that has anything to do with the glow system, but now the stereo works and the headlights don't go dim and bright. Maybe that was causing something to short out, but I really don't know. If you find out what is broken on your car, please post it. I would love to know that I really fixed my car.

Cheers,

Reed