The only glow plug failure that will stop your engine is when the plug wire separates from the plug body and flies out the exhaust (and messing up your engine in the process

). The coil does not have to be intact for the plug to be working. You will only notice the plug is gone the next time you try to light it with your glow starter. Once the engine is running, the plug stays lit, wire broken or not.
I have even lost part of the coil at one time, but there was still enough of it left to keep the engine running, although it ran crappy of course.