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i would lean towards the controller/relay being shot.... happened to me when i first got my truck and that was the solution i also put in new plugs when i changed the controller.....
Beru (motorcraft) ZD9 plugs are all that will ever go in my truck there is a link to them in my signature
Have you checked the glow plugs to see if any are burned out? If you have 2 or more bad plugs You will get a very short wait to start light (2 seconds or less) and the relay will go into the afterglow mode ( the clicking you hear).
get a test light and ground it out.... unplugg the wires to the glow plugs and touch the test light to tip of the glow plug where the wire connects and if it lights up the plug is good if it doesn't then its usually bad.
Most of the time it's just bad glow plugs, the controller goes into afterglow mode to prevent the other plugs from burning out due to the increased voltage to them. Change the bad plugs (if they are not beru change them all) and the controller should function correctly
You would have better luck testing the plugs by hooking the test light wire to the positive battery post, then touching the terminal on the gp where the wire hooks to, after removing the wire. If the light comes on when touching the gp, it is probably good, if no light it is bad.
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