Not sure how you checked the glow plugs but it usually points to them. take the glow plugs out one by one and test them by connecting the top part to the positive of the battery and the body (the nut) to the negative. Be very careful as the rounded end should glow red hot. Other problem could be a leak on the leak off pipes. These are the series of small black hoses running between injectors. The end injector should have a blanked off pipe. Your local motorist store should be able to supply you with a length to cut to size or a kit.
Good luck
Dylan
March 2007