I would suggest that the glow plug indicator is bad. It is just above the key switch on the right side of the dash. Or possibly a fuse is blown?
Here is the diagram of the tractor showing the part (#8).
View attachment 173421
You can try this test to see if that is it (assuming everything else is working properly):
The heat position runs through the glow plug indicator but then power is applied to the glow plugs when in the start position. So hook a meter positive lead to the glow plug buss bar that connects them all together on the top of glow plugs, turn key to the heat position and you say no voltage. But then turn the key to the crank position (you don’t have to push clutch pedal down but you can if you want the engine to crank). You should see around 11 Volta if the engine is cranking and 12 volts if the engine is not cranking.