I used to have a porsche 928 when had the same problem, after hours of investigation, i fitting a wire across the relay with a switch inline, i then mounted the switch under the dash by the steering coloumn.
Then when starting the car i always turned on the fuel pump first. It once even saved the car being nicked once.
They had broke in, disabled the immobiliser but only got the car 20 yards till the car ran out of fuel