Well glow plugs and fuel pump relay will be unrelated, and it is not automatically a relay.
Your best bet is to put a computer on the car, and let it give you some warnings, and then look at that.
By the way, if the glowplugs went (or 1 or 2 of them) the car should be hard to start, but it will start.
However, hear my warnings now, those diesels are funny, the timing of the high pressure diesel pump is critical, injectors are expensive, and if you let somebody work on that car that does not know what he is doing, your going to be in for a lot of headaches and plenty $$$.
Do not skimp on this one, take/tow it to a decent diesel center, or somebody with a rep such as RGM, Zeemax, SAC, but dont let a backyard guy try and muddle this one, you will be sorry.