Unburnt fuel in exhaust when been driven and got very hot should burn away.

No glow from plugs but fuel still pumped into cylinders has to go somewhere which is out into the exhaust.

What age is the car, if it is a common rail diesel system the glow plugs will do little more than improve fuel efficiency when cold. If CDI system most likely a faulty injector, however is it is even more recent it can also be to do with the Diesel Particluate Filter (DPF). If you can supply the first three digits of the engine code actually six would be better, then i may be able to give you model specific help.