Well so much for my theory. I just went out and kicked the starter with the GPR light on and it did not interupt the light. 1000 sorrys for posting bad info. It won't happen again.
I'm sorry, the color of the wire is Purple. Yes, it goes from the starter solenoid to the GPR. I was making an assumption as to its function because it made sense. My experience with 6.5s is I own a fleet of buses in Mexico. All of my buses are 95 Chevrolet G30s. All have 6.5 non turbo engines...
I bet its the wire for the GPR! Connect it to the starter solenoid. It cut's the power to the GPR when you turn the key to start. (No glowplug wire could reach the stater!)