Sorry you had so much trouble with your glow plugs. My 1999 E300D also had the relay go out in it. When the relay went several of my glow plugs failed also. I was lucky and they all came out.

Is there a way to know that the relay is going bad or do I have to wait until the motor does not sound right on start up. That was my first clue to this problem.

Have a great day

Paul
1999 E300D
90000 miles