I definitely don't think you want to have your glow plugs heating for 20 minutes. Also, somehow I had the idea in my head that you had a running W115 and you swapped in a new engine. Now it sounds like you obtained a car that had not been running, put in a new engine, and are now trying to figure out what the previous owner did to the wiring... Everything like headlights should be fused. The only thing(s) I would think unfused would be the starter and maybe the glow plugs. So you have got some work cut out for you...