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The solenoid that cuts fuel to stop the engine, failed. On a diesel there is no ignition to switch off — the engine runs until fuel is removed — so this device is how the vehicle stops at all.

Which way it fails decides how alarming it is. Failed closed, no fuel passes and the engine will not start, which is the ordinary complaint. Failed open, the engine does not stop when the key is turned off, which is genuinely serious and leaves the vehicle running with no obvious way to shut it down. Its circuit is usually simple — a supply and an earth through a relay — so measure voltage at the solenoid with the key in each position before removing anything.