Glow plugs light doesn't go off until car starts

Hi every body,
As described in the title, my car is a golf mk3 96 tdi. In the first place the GP indicator wasn't showing in the cluster. After replacing the relay, the light comes on but never goes of until the engine starts.
I'm really confused about where to start inspecting.
the old burned relay has got 7 connectors (L T 30 50 85 86 87) OEM 171 911 261 D. I can see that L connector is brigged with a wire I'm not sure where it's coming from.
Any suggestion would be appreciated.
Thanks