I lightly went though the multitude of replies.
I put my money on an air bubble in the system that can't be purged. There is a plug on top of the block back by the firewall used for filling the coolant passages in the block. Take the plug off and slowly fill with coolant. If there is air back there, you will not get coolant flow, even with the water pump turning. Check this before you replace the pump.
'05 E320 CDI - 86,000 miles
'86 300SDL - 360,000 miles
'85 300SD - 150,000 miles (sold)
'89 190D - 120,000 miles (sold)
'85 300SD - 317,000 miles (sold)
'98 ML320 - 270,000 miles (sold)
'75 300D - 170,000 miles (sold)
'83 Harley Davidson FLTC (Broken again) :-(
'61 Plymouth Valiant - 60k mikes
2004 Papillon (Oliver)
2005 Tzitzu (Griffon)
2009 Welsh Corgi (Buba)