1.9DCi Check injection, will not start advise please

ok so i have a 2003 megane 1.9l DCi 120, was driving as normal about a week ago when check injection appeared on the dash, the car still felt ok although it did seem like a loss of power from about 3000 rpm+, sometimes it would dissappear after a longer journey. anyway i was driving home the other day and ran out of fuel, after topping up i went to start the car and it ticked as if trying to start but just not firing, so to make sure there was enough diesel so i know there is now 10 litres in the car i waited and tried again and clicks but does not fire. i have read on here that it can often be the glow plugs. which i hope it is. i removed the plastic engine cover to look at the glow plugs moving from right to left on initial inspection 1,2,3 were free from any build up or mess but the 4th the far left one does have some thick black oil over it. now im worried about the head gasket. i dont have any of the normal head gasket symptoms smoke overheating coolant etc but there is this oil build up i am worried about. any advice is this normal should i crack on and do the plugs or start saving? if anyone with some experience could help me