Has to be volumes on this subject in the archives. Look under vacuum leaks and diesel shut-off.
Basically you have a vacuum leak! Either in the shut off system or such a big leak in one of the other systems drops the source vacuum so low the shut-off can't work.
Simple diagnostics start at the source. The source is the large black line carrying vacuum to the brake booster. There are two small tees coming off. One divides and dives again. That is the one to go for. There will be yellow vacuum lines, green ones and brown ones. Get some golf tees and start pulling lines and plugging them with the golf tees.
The yellow lines go to the door locks which are a likely source of the problem. There will be a "Y" and then a check valve with two yellow lines coming out. Pull the check valve from the side with one line (the source) and plug the vacuum source side with the tee. If the thing still doesn't shut off try the green lines. They go to the A/C door controls. If when all you have left is a brown line hooked to vacuum and going into the dash and still can't shut off, then you need to test the diaphram in the shut-off element. This is at the end of the brown line that goes to the inj pump.
Also one should check the brakes to verify the source vacuum. If the power brakes don't work either then the pump isn't working.
Bosch Master, ASE Master, L1
33 years MB technician