It sounds to me that you have a leak in the fuel line. The leak can be so small that a noticeable amount of fuel will not escape because the fuel line is not under pressure but will still allow the fuel pump to suck in air. There is almost always an air bubble in the first fuel filter. This is OK.
Pressurize your fuel line by pumping fuel into it from the tank end and look for a leak. It may take some time to find a small leak, but eventually fuel will appear. I used an electric fuel pump to find a tiny leak in my truck diesel this way.
P E Haiges