As Brian said, do some testing.

The glow plugs should be drawing 10 amperes or so each. If only two are out, you probably won't get a glow light, but the 40 amperes will dim lights. Leave the door open and observe the courtesy light, for instance. If there is no dim at all, you might have a lot of bad plugs, a bad 80 ampere glow plug fuse, or a bad relay.

The clicking under the dash was probably ACC control unit relays, responding to cold temperature by closing outside air vacuum switch and turning blower motor off until engine temperature reaches minimum.

Come on over to Diesel Discussion forum, lots of us there.

Best Regards,
Jim