You are correct that if there is no power to plugs they are most likely good. To test relay. It should have 4 wires to it. Constant power, Power out to load (plugs), switched power and a ground. Many relays have the wiring diagram printed on the side of them. The constant power and power out will be bigger wires. So to test, make sure one wire is grounded. (It is possible they switch the ground but if that is the case you will have power to two posts.) To test relay apply power to the switched terminal. This should close the circuit and supply power to the load. If this works then you need to work back to the switch. Jumping between the two big wires (constant power and load) should make the glow plugs work (but maybe not the light) even if the relay is bad. Good luck.