When you turn the key to the on position you should hear the fuel pump run for a few seconds and then shut off, (fuel pump is located at rear, near the diff, on the right hand side) get familiar with the pump noise. As soon as car shuts down, turn the key off and then back to the on position and listen for fuel pump noise, you may need a buddy to assist you. Does it sound the same or does it sound at all???
If it sounds the same you can eliminate any power loss that maybe happening. If it sounds different or doesn't sound at all, then you need to start checking connections, relays and grounds.

BTW, fuel pump relay is located behind primary fire wall on passenger side. You will need to remove from plug and then pry off alloy housing and go over solder joints.