If it's the original glow relay, it sounds like something's gone bad. There's no external temp sensor in the original glow system. For kicks, open the small connector to the relay and remove the purple wire. That will disable the feature that cuts glowing when the starter is engaged and give the full glow cycle every time, in effect giving afterglow if the engine starts before the glow cycle completes.

Sixto
83 300SD
98 E320 wagon