Ignore the delay relay for now. If you have verified that the first five glow plugs are working by removing them individually and straight wiring them to a hot battery, then your injectors may be suspect. If not injectors then a compression test is in order.

Wiring
 

Car is not cranking at all.
Electrical problem.

How about applying power to the spade terminal on the starter? There is also a wire the hangs out of the wiring harness on the car side on the firewall, it's a female spade terminal. It's the signal wire to the starter, if you apply 12 volts to that single spade terminal the engine should crank, if the harness plug is plugged in.

Wiring
 

Will ck the spade terminal tomorrow.
Please send me the pics.

Glow plug relay picture

Main engine harness picture

Update
 

Car is cranking, coughing, and smoke comes out of back.
No luck on engine to start. A couple of times was even making the pretty noise of running.
12 Volts are getting to glow plugs and both solenoids in the IP.
Glow plugs are getting warm to the touch. Indicates they are working.
Will continue tomorrow.

Thank you for help.:)

engine starts but dies
 

Hi,
Engine finally starts.
Runs for a few seconds then dies.
Also, nothing happen when I press the gas pedal.
What is wrong?
Please help.

Fuel restriction. How old is the fuel filter? Water in fuel? In tank strainer clogged? Clear fuel lines would tell much like if the IP is drawing fuel out pf the tank.

engine starts but dies
 

New fuel filter and tank strainer.
Will bleed lines one more time.
Thank.