Looks like we have got the same problem.

Also got a sierra cosworth 4x4 and I noticed when switching on the ignition the pump doesn't stop after a few seconds. Also at a recent rolling road session it made some good power at 322bhp with greens, 3 bar map, chip etc. but it was very lean.
Checked all the sensors and even did the LED test at the ECU and all the sensors are ok.
Even change the chip back to a standard one, but still the pump kept running when switching the ignition on.

Contacted Stu about this and he told me that this is the sign that the ecu detects some kind of fault and gets in 'lOS' mode...

I am also still searching what this can cause.