The glow plug relay is mounted on the front of the battery box, but I suspect the issue with the lamp is the dashboard edge connectors have cracked solder joints, which need re-soldering.
Nearly all the electronics used on modern cars is digital electronics: the switch, signal, sensor, is either on, or off...the voltage is either high, or low.
An Xm is a great place to learn automotive electrical systems because it is pretty simple, but a lot of it.
The hydractive-2 system uses digital signal inputs (on/off) from the body attitude sensor, steering sensor, speed sensor, brake pressure switch and a variable voltage (analogue) signal from the accelerator sensor, to determine whether the Electrovalves should be switched on, or off.
That's it...nothing complicated.
Hydractive-1 is very similar, but the speed sensor is analogue, the same as your ABS sensors.
Take a look here at Gabor's excellent XM Series-2 circuit diagrams from the
Self help files. to check the wiring for your glowplug lamp.
download/file.php?id=9711
The glowplug lamp is covered in both the
2.1 engine section and the
warning lights section.
Yellow 15 pin connector, Pin-1 = +12v from glowplug relay, Pin-15 = Gnd.
An incandecent test lamp is often better than a Dmm for testing circuits, as it applies load, due to having lower resistance.
If there is a poor contact a Dmm, or LED/LCD tester can show full voltage present as the required current is so low.
You want some cheap test lamps in low wattage (approx 0.8W), medium wattage (5w), high wattage (55w), for testing different circuits and situations.
Use low wattage lamps on electronic circuits, high wattage lamps for testing Gnd, feed to starter motor, etc.
Led test lights can be useful for monitoring quick acting sensors, where a Dmm is too slow to react to the changing state. e.g opto sensors used in the Hydractive systems.