Air leak as suggested or bad injection pump is an unusual possibility. Have you been running a lot of unheated or even heated vegatable oil? If so the injection pump elements might be able to compress the vegatable oil but not the thinner diesel fuel. Because of wear or water damage in the fit of the pump elements.

Do you even know if the lift pump is operational? Or providing fuel? If the engine will run with a mixture of vegatable oil out of a bottle. Yet not run out of the same bottle with diesel fuel in it the injection pump may be finished.