Engine not turning off and lights flashing on the dash

[sadaqt]

Hello, I have a 1997 VW Golf 1.9 TDI estate (only bought it two days ago), Once I had driven it 20 miles, turned it off. Came back at lunch to move it and noticed the lights on the dash flashing beforeI put the key in (Oil, Parking,Glow plugs). The engine turned over ok (the lights kept pn flashing). Drove around for 5 mins and attempted to turn the car off, took the key out and the engine was still running. I stalled the car to stop the engine. The car did not turn over after it was stalled. I then moved the wiring under the bonnet and the Glow plugs light began to flash, turned the key and the engine started.

To stop the engine, I have had to take the fuse "Instrument Panel Warning Lights" out. With the fuse out the engine turns on and off ok, but after running for 20 seconds the glowplug light starts to flash. Any assistance would be great. Thanks

BTW I have also checked the relay switches and they look ok