As you found from the dictionary, the words can be considered somewhat synonymous. However, which word you choose depends on what specific shade of meaning you wish to convey, and has everything to do with precisely how Raghu takes the reprimand.
If Raghu is glum, then he is simply sad because he knows he needs to get better marks. Perhaps he is thinking about how another low score on the next test would affect his chances of getting a good job after he graduates. He knows that getting good marks is his responsibility.
If Raghu is morose, he may be upset because he doesn't like school, doesn't care about his marks, and was embarrassed at being reprimanded, and the prospect of more school and more reprimands stretches out for months or years before him; and this makes him feel depressed as well as upset. He knows that getting good marks is his responsibility, but he doesn't care about it.
If Raghu is sulky, he feels that the reprimand was undeserved because he got the best marks he could manage, and perhaps he thinks the principal singled him out when he knows other kids got bad marks too, or that the person who gave out the marks was too harsh and didn't give him the marks he deserved. He doesn't feel like there's anything he should be doing to get better; it's somebody else's fault, not his. He feels sorry for himself because he was treated unfairly; he does not admit that he is responsible for his bad marks.
If Raghu is grumpy, he is probably thinking that while the reprimand was deserved in some way (his marks were indeed low), there were things that could have happened to improve his score. Perhaps he read the wrong chapters of his textbook, or his tutor didn't show up to help him. He is upset at whatever went wrong that caused him to get low marks, whether the problem was his fault or not.
As mentioned, glower is a verb, not an adjective, and doesn't really fit with the other four words. You could say that Raghu is glowering, though, which would mean that he looks angry, as if he is ready to start a fight with someone. It's quite likely that he is glowering because he is grumpy.