I think your model year will only have one relay that operates glow plugs. Later models have 2 relays on top- 1 for glow plugs, 1 for intake heater. There is no good way to test the relay with a test light. You need to see if current is flowing and to properly do so you need a amp clamp and meter. The relay will remain on as needed even after starting and is not tied directly to the wait to start lamp(so its not on necessarily when the lights on)
If you replace the relay- get an original Motorcraft relay. Aftermarket and starter relays will not last. Again, just because the relay lights your test light doesn't mean you have enough current to light all the glow plugs.