I cant comment on this engine, but diesel glow plugs generally stay on for a while after the engine had started. Older diesels had a timer built into the glow plug relay (they all have a relay). There was also a temperature sensor that would run the glow plugs for longer in really cold conditions. This was outside the ECU control.
Flashing from the instruments panel; is probably the ECU saying there is something wrong with a glow plug. One or two might not be heating up.