You can't really "Fry" anything, don't worry
Maybe I can increase your understanding of how it all works though...
First, you need to know that the WTS light on the dash is not
an indication of the GP system. It's OFF sometimes when they're ON (the GPs) and ON sometimes when their OFF. So don't think if the light in on you should be seeing power to the plugs.
Next, The PCM decides when to activate the GPs mostly by engine temp (Oil Temp for the most part) and decides how long to leave them on by monitoring what happens there. It turns them ON by supplying a Ground Path to the, already powered, coil.
This means, you have 12v supplied to one of the sm wires and the other waiting to see ground from the PCM. BUT, because the coil is just wire connecting the two inside the relay, if you test for power it will be on Both terminals. You need to disconnect them to find which one is the Supply. And, really, it doesn't matter which wire goes where, it's just a coil of wire and as current flows through it, it creates a Magnetic Field that acts on an Arm to close the connection and send Big Power to the plugs (that's what Relays do best, use a Tiny amount of power to control a Large amount of power).
And even the Big terminals don't care which Big wire goes where. They're just like your light switch, they connect the two through contacts inside (that again, the coils magnetic field closes)
The other aspect of those contacts is that your old relay may look
like it's functioning OK, when in fact it's internal contacts have gotten "burnt" to the point that, although it shows it works on-the-bench, brake-down under the 150A load of the plugs.
OR you may have other problems and didn't really need your new one. Those can be bad wiring, PCM, Temp sender (I think
the Oil on an Automatic but Coolant on a Manual)
What you need to test for is, Does the PCM supply ground to the sm wire that isn't
the supply wire (disconnect them from the relay to know which-is-which) when the engine's Cold?
AND Does the relay throw when YOU ground the sm terminal with the OTHER 12v (supply) side connected and the ground side (to the PCM) Not? The next test is to measure the Voltage on Both of the Large terminals (one side Supply from the Batteries, the other to the Glow Plugs) and compare that reading when the plugs are ON. If you are losing voltage through the contacts, they're bad inside (a little bits OK).