I took a look at the other posts and checked the glow plug relay connections. I have a slightly different set up. I do not have the 2 wire (one for ground and the other for CAN BUS). My relay has a connector for the glow plugs, a red power cable, and then a 6 pin smaller connector that has 5 leads. I checked all the connections and am still getting a check engine light. Tomorrow I will check the coolant temp sensor cables. The sensor itself is brand new, but I will double check the cables to make sure that they are ok.

I am not sure what else I can check on this.