Get out your multimeter and check for burned out glow plugs as a first check. Disconnect the electrical connection, copper buss bars, at the top of each plug and measure its resistance. You should measure about 1 ohm or less between the head and the plug's input terminal. Don't worry much about the actual value. My experience was that when they burnt out the resistance was way over several 1000 ohms.

I used to remove the vacuum pump to ease access to the connections. Just be careful of the "O" ring when putting it back. Also turn the engine so the plunger is in the engine and you don't have to compress the pump's return spring at the same time you are trying to manuver it back into position.

For the one behind the pump leave the copper buss connected to that one and make the measurement through the buss. (Isolated from the other plugs.)

I suppose a very first check would be to be sure voltage is getting to the buss at the same time as the lamp in the instrument panel is on.

Good luck and let us know what happens.