Did this happen all of a sudden or slowly got worse??

As noted above - 3 filters total. Usually small inline filer in engine bay and large scew on filter. Be sure to fill with diesel before you install or there will be too much air in the system.

Try starting it with the gas pedal on the floor and a strong battery

Check all your fuel lines. There may be a crack somewhere letting in air.

May want to pull the return line going to the fuel tank (in engine bay) and see if you are getting return flow. That would check that the lift pump and IP is at least pumping a little. May not be enough pressure to pop the injectors open but eliminates one more thing.

Remove the air filter and check for obstructions.

Let us know

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1987 300TD 147,000 miles- Palomino leather interior, 1995 facelift and body cladding, E350 wheels, Rebuilt suspension and sport springs, rebuilt turbo, New Monarch injection pump and injectors....and the list goes on and on...