Some of these cars will run with the pressure relief valve on the injection pump wide open or close to it. Close off the return line and see if pumping resistance forms up is one possible test.

If both return check valves in the lift pump where not sealing in a reasonable fashion You would see surging back and forth I suspect in the small primary filter when pumping.

Of course you could have a defective primer pump but if so my guess is it probably would leak. That depends on it's internal design I suppose.