It sounds as if you have just an air leak in the fuel system and the lift pump in the injector pump cant pull the fuel through reliably.
Check the fuel line all the way back to tank from the injector pump.      If you have a water separator as well as the standard filter unit, check for cracks in plastic etc., as well as bad seals. Its hard to see evidence of where air goes in.  I have taken systems off before, and looked for bubbles after putting everything in a bucket and blowing into it, like you look for a hole in an inner tube.
Sometimes those injector pumps develop a small shaft leak and this lets the fuel run back to tank, after the engine is shut down,making it very hard to restart.
One VW diesel I had, someone had installed an electric fuel pump down near the tank, probably to overcome this same problem.   It was energised when the glow plugs came on, to refill the injector pump and then turn off.
Good luck,
Steve Cotsford
'84 Westy