I have experienced similar problems in my 95 and replaced all of the lines which proved to be the cure. From all of the investigations I did, it does not suprise me that you do not see any leaks even though you have an "open" system.....after all, fuel delivery from the tank does not rely on a fuel pump and thus is not presurized.

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95 E300D 206K
73 BMW 2002tii Touring
2004 Porsche Cayenne S
1995 Universal Marine Diesel (3cyl, 17hp)
2001 BMW R1100SA