Sounds like its pulling air in from somewhere. Have a look at all the head connections, and make sure the filter is snug on the ring and the water sensor on the bottom is tight - did you replace the washer on the water sensor? Sometimes people accidently install the new washer over the old one and it can lead to leaks there. I'd also have a look at the lines where they go into the tank, around where they transition from the chassis to the top of the tank, you'll see a fuel stain if they are leaking. I don't think you need a lift pump, very few people in Oz have put them in as its not the problem here as it is in the US with their very low temps. That fact that it starts and runs indicates your getting fuel through the line. Look for a crimped line that maybe restricting flow. Its also possible that you have a leak in the fuel rail, check around that and the injection pump as well.