Open you gas cap and let me know if you hear an inrush of air. It is common for the vent line to become clogged and the car will develope a vacuum in the tank.

Also clogged filters, and without glow plugs starting is gonna be hard.

Also Check for any fuel leaks.

EDIT: I didnt read that you had already checked the fuel cap, Check that there is no vacuum in the line going to the shutoff valve when the key is in the run position.

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1984 Euro 300SDC, (4spd standard)
1986 Toyota Landcruiser Diesel HJ60 5spd X2

Gone but not forgotten (some sold, some stripped)
1983 300 SD, 1985 300 SD, 1983 240D, 1986 300 SDL, 1985 300 SDL, 1983 300 D, 1984 300 D, 1985 300SD, 1987 300 SDL, 1983 300 SD, 1985 300 TD Euro, 1983 380SEC, 1990 300 D, 1987 300D, 1982 300D, 1982 300D, 1994 E420, 1987 300 TD, 1987 300 D, 1984 300 D