Hello Gents.
I've recently got one of these and as part of the service I did to it I changed the fuel filter.
I installed the filter dry as I've done on my previous VAG TDI's and had a nightmare getting it running.
In the end, what I had to do was vacuum bleed the system from the leak off pipe from Nr1 injector.
Easy for me as I've got a Pela 6000 oil extractor pump.
I think you can buy them from screwfix for about £30
Oh, I also filled the filter with fuel before vac bleeding which I should have done in the first place.
And...
As far as I know, the injector pipes are single use and need to be replaced if removed. That could be the route cause of your problem if they are not sealing.
I hope you haven't damaged the pump by the way. I'd not even attempt to start it until you have tried to properly bleed it.