On the OM603.96x, the glow plug relay shuts off as soon as the starter is engaged. The OM603.97x introduced "afterglow" where the glow plugs stay on for a while after the engine is running. You don't specify if you have the 96 or 97 style glow plug relay.

It really doesn't matter, the engine should start and run fine when cold, even at 25˚ without the afterglow. It's normal for it to chug a bit for up to 30 seconds or so after starting without afterglow, but with afterglow it shouldn't start stumbling once the plugs shut off.

First things first, fix your RPM gauge (not RMP). Do you have an Antilock light lit? You could easily have an OVP problem, which will disable the tach and ABS. If the tach isn't working, your EDS computer may not be working either, in which case your idle will be fairly low - ~500-550RPM which will definitely cause rough running and chugging at idle & in gear until the engine reaches close to operating temperature.

It's doubtful you have air in the fuel - that usually shows up during the starting process or immediately after. Not 2-3 minutes after the engine is started.

Done a compression test? If you have iffy compression and a lower than normal idle, you can expect some roughness.

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