All the symptoms indicate the relay.
Mine was the same.changed glow plugs still the same.
Started from warm but not cold.I resorted to easy start for a while.
And it smoked like a bugger for a while and very lumpy.
I paid £25 for a relay.job done.not a problem since.
Think i shall invest in a multi meter and have a look at the relay and plugs. How much of a pain was changing the relay???? unplug and plug straight back in or not. Still not 100% sure were the relay is meant to be however i don't hear any kind of click when i turn the ignition key. My Mrs has a diesel clio and i drive Diesel cars at work so i am aware of the clicking noise that i am meant to hear however mine doesn't click???? Surely the car wouldn't start if this was the case?
Cheers for all the replies, much appreciated :thumb2