[Bugman]

It sounds like you have another bad relay and need to test it to see if it is bad.

Does the relay activate when you turn the key on? In other words do you get voltage across both of the large lugs for up to 2 minutes after turning the key on?

I would start by testing the relay on the truck. You'll need a digital volt/ohm meter to do this. Turn the key on to start with the wait to start light coming on and then test both large lugs of the relay. You should see less than 0.3 volts difference between the two lugs with the relay on. Any more and you have a bad relay

If the relay doesn't come on check and see if you are getting 12 volts on one of the smaller wires (I don't remember the color), it the wires are still attached to the relay you will get the voltage on both of the smaller wires. If you are getting the voltage then the ground signal from the PCM is bad. This is controlled by a couple of sensors. The engine oil temperature (eot) sensor and the barometric pressure sensor.

And yes the PCM controls the relay after getting readings from those sensors.

 

[Bugman]

Or it could be wired in wrong, I had the same exact problem changed the glow plugs and relay to figure out the the wire coming from the solenoid from the passenger fender was on backwards not letting them get power.

That would be the way that the wires would be connected on the fender mounted solenoid and if the OP can jump the terminals with a tool and get it to work then it isn't wired wrong on the fender mounted solenoid.

 

[Bugman]

I also doubt that the OP has the wrong relay in the system.

If it was a case grounded relay the glow plugs would be on all the time, at least until they burnt themselves or the wiring out.