Glowplugs appear to be working as car starts fine, but their is not orange glowplug light?
Any part to replace or way to check if it is the orange led that is burnt out?
I don't know about the light but my son's car started at -5C with one glow plug and with terrible compression on one cylinder (the good glow plug was on a good cylinder).
So don't rule out the glow plug circuit until you see the glow plugs are out.
The light is directly controlled by the glow plug relay. You can run 12v power to that lead and see if the light will come on. An easier way is to remove the coolant sensor connections and turn the key to "run" this will trick the glow plug relay and will turn the glow plugs on. Don't leave it like that or you will burn them out