Have you done the Cluster Test?
Under normal usage the Glow Plug Lamp only lights up for a few seconds even though the ECM is still activating the glow plugs in a varying pulsed mode.
Hold the Odometer Reset Button in while turning the ignition ON.
All the lamps should light up and the gauges move around so you should see if the Glow Plug lamp does come on.
This is not a diagnostic and will not come up with any error codes...merely a way to exercise all the lamps and gauges. This ends with some digits displayed but this is not an error code but a display of the firmware level of the cluster.
These lamps are LEDS soldered onto the cluster circuit board..they can fail and Dealers/Owners have been known to remove problem lamps such as the CEL lamp!