Ive had a stupid problem similar like this
Came out to be a grounding problem, maybe its just VW engineering nonsense or something but that little switch on the IP may stick and still click - or have crud in it, also a poor ground connection makes the glow plugs not operate properly or at all - they do suck about 48 amps combined.. cleaned up the ground cable and good as new - while at it remove the original ground and give it a good dip in solvent or use some electroplating silly thing to clean it - when its nice and coppery you will be golden.