Remove the housing from your old glow plug relay and see if there's debris inside.

I had an intermittant glow plug relay problem due to water sloshing around inside my glow plug relay.

Hope this helps you.

- Patrick

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1982 240D. 198k, Marine Blue/Blue, 4 Speed, Crank Windows, No Sunroof, No Rust, No Oil Leaks
2001 TDI. 197k, Lagoon Blue/Black, 5 speed, Chip, G60/VR6