I understand why this might seem wrong, but you can't get fuel to the injectors just by using the manual pump-also known as primer pump. It was good that you verified that fuel was flowing out of the filter by this method, but once that is done the engine must be cranked over, specifically the injection pump which is accomplished by cranking the engine. Since no fuel came out of the lines, I think you are correct to assume the car ran out of fuel. It will take perhaps 30 seconds of cranking, which is a rough guess.
If after a minute of cranking time-giving the starter a chance to rest every 10secs or so-and it still doesn't start, then crack one line to see if fuel now leaks out. You had the right idea by holding the throttle down, make sure this is done while cranking.