More importantly when you turn on the ignition, do you get an SES light on constant until you crank? You should, if not and no WTS then your PCM is not powered up and need to figure out why. Does the radio come on, and dash lights?
The glow plug fuse will not get power to it until the controller outputs power to the plugs. That fuse is between the controller and the PCM, as feedback to tell the PCM what voltage the glows are getting and to show that the controller is wokring when PCM asks it to.