it's not the relay or the glow plugs.
it's a combination of many things, that are lowering your compression.
the motor should start with no glow above say, 50°F if it can't it's due to compression loss. likely it's the valves worn in their seats. how many miles you got on that motor? ask Brian Carlton what a fresh head repair does for starting!
it could also be stuck rings, or worn cylinders, etc. bottom line is compression starts these cars. Glows bandaid the issue for longevity of the motor.