First Off, I've been looking at the red lightning bolt as a glow plug indicator.
Turns out it looks like a light bulb filament and is yellow not red.
Heres the PSA: Glow Plugs require the low-speed fan relay in the power distribution center (behind the drivers headlight) for operation. Initially, I didn't have that relay. All of this trouble starting a cold engine was with no glow plugs (in northern Ontario).
Now for the question, does your glow plug controller make a high pitched whining noise when it is engaged?