I can't speak for the engine running with the key out issue, as I've never used megasquirt, but for the fuel pump relay Tacho connection I'd use a 1n4004 as used above in the Tacho adapter. What Zenner did you use out of interest? I used a 1n4744.
My theory behind the reason you're getting the issue is that the Tacho signal is a pulsed negative signal. That's been connected to a relay that drives your pump but you don't know what internal connections that relay pin has. It could pull to earth, it's probably connected to something that's interfering with your signal.
Have you thought about re-wiring the fuel pump relay as described in the EFi sticky? This is the most common way to wire it in an EFi conversion and that would remove the requirement for a Tacho signal to the relay all together.
Lee