What diesel engine do you have? The Haynes manual suggests some models do not have a relay.
As the vehicle now starts (albeit with a struggle) it suggests the relay (if fitted) is indeed working OK. Diesel engines require a healthy battery and are very prone to starting problems if you have a tired battery producing low volts. Hence if its not a relatively new battery I would first recharge your battery, and see if the problem is solved If it starts first time after an overnight trickle charge, then it may be OK for a while. If the problem returns after few weeks then its probably time to buy a replacement battery
Oh dear not an easy answer here. Early tdi engines had a proper relay, located in space 10 in the relay block located above the footwell. A full size relay was not fitted on later tdis like the 130, which had a solid state Glow Plug control module instead which is lurking somewhere in the GP wiring loom.
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