[talonlover]

It sounds like you may have one or more bad glowplugs. You should test them and if one is bad then it's probably a good idea to change all of them with winter right around the corner. I doubt the glowplug relay is bad but I wouldn't rule it out, check the glowplugs first.
As far as your light not coming on, the first thing I would check there is the ignition switch...not the mechanical part, but the electronic switch behind the tumbler. There is really no way to test it other than replacing it with a good one.