Do you have a multi meter?
As a quick test, if you go out to the car when it is dark, get in, and leave the door open, so the courtesy light is on. Turn on the ignition so the glow plug light comes on, you should see the courtesy light dim a bit. After a while, the glow plug light will go out. Normally a short time after that (Provided it is not too cold), you will hear a click from the off side front wing, just behind the head light, beside the battery, this is where the glow plug relay is located, and the courtesy light will get slightly brighter. You may then hear the relay click a few more times, with the courtesy light alternating brightness on each click.
If you follow this link, and scroll down to page 389, it explains the relay sequence.
http://bebrs.pie-dabas.net/Webs/Terrano/R20/ec.pdf
Basically, if you do not hear any clicks from the Relay, it implies it may be faulty, or worse still the controller is faulty. ( A multi meter will easily determine which)
If you do not see the lights dim, then it implies the glow plugs are not actually glowing, which could be either the relay or a fuse/wiring issue.
If you have a multi meter, it becomes a lot easier to work out where the issue is.