if the batterys well up it will eventualy start after about 5 0r 6 minutes..bought a multimeter to check plugs ,,but not sure how to use them lol im a plasterer so not to good with the technical side of cars
help 
Two checks you can do, the Relay can arc and or pit across the contacts meaning you can get intermittent current flowing to the GP's during warm up period, or the contacts intermittently make contact causing the GP's to be on when not required and cook the GPs, eventually killing them.
1, Voltage Check, one side of the relay is connected directly to the Battery so +12V should appear on the 6 wires feeding the GPs from the top of the relay during warm up mode, this voltage will stay there for approx 4 seconds after the GP Dash Light goes out.
2, Resistance Check, pull the connecter off the top of the relay and measure each GP in turn with earth or neg battery, each GP should measure approx 2 Ohms, if any are open circuit then its either a wiring issue or faulty GP.
On the 2.5 TDs it can only take 2 or more GPs to go and this will cause starting issues when cold.
Chris.