Are you sure you are getting fuel to your engine?...

Since diesels are pretty dam simple.. fuel and compression, maybe your fuel pump is getting funky..

Especially since all you smell from exhaust is just air...

will let the Pro's sort it out when they find this thread..

Does it sound like it should?.. maybe cruddy connector?.. Relay?..sounds like it might be pumping something, since it shudders, but could be all your priming...

Sorry, the best I can do... Good Luck...