I do not have a small orange. It might be the same wire, when I unhooked it, the short cycle at the end of the glow plug cycle stopped as well. Hasn't seemed to hurt anything, and I can have a couple of glow plugs out, without anything but a slightly longer crank period. I usually only replace the bad ones, so it doesn't hurt the pocketbook as bad as all at once. It was hooked to the relay itself, upstream of the resistance ribbon. Not sure if that's where it is supposed to be though. I bought the truck used and having to pull it to start, because the former owner didn't know what he was doing with glow plugs. There had been a lot of rednecking done to the poor thing, and I'm not above that myself, when necessary.
1993 F-350 crew cab non-turbo 5 speed transmission
35 years a mechanic on large stationary engines natural gas and diesel fired, and other industrial equipment.