Glow plugs or the glow plug relay. If you have a block heater cord you can plug it in for 2-3 hours and see if it helps. Or if you don't mind sparks you can short the two large lugs on the glow plug relay for about 30 seconds and see if that helps.
Other than that you need to do some test to see if the relay or glow plugs are bad. The relay is the weak link in the system.
Both are only a week old. The 'wait to start' light doesn't come on either. I tried putting in a switch to to help with the relay keeping the glow plugs on too long but couldn't figure it out.
Do you get any warning lights such as the cel, and brake light when you first turn the key on?
Have you checked the fuses under the hood #22 mainly. If it is blown unplug the fuel heater on the filter housing before you try to start the truck again.
My '97 F-250 truck is in the shop right now for the same reason. It has a bad relay, which is only a year old, and a bad glow plug on each bank. Replacing all the glow plugs, relay, and new valve cover gaskets.
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