Do you still have the mechanical fuel pump on the top of the engine or do you have an electric fuel pump? The 99-03 have the electric fuel pump with the inertia switch in the passenger side kick panel. The 94.5-97's have a mechanical fuel pump on top of the engine. Mechanical Fuel Pump with 2 banjo bolt gaskets 1824415C93
Please understand this is the first diesel I have ever owned so I'm looking at motor and book. With that said it's a 7.3 powerstroke in a 1996 ford F250 and I don't know about them all I ever owned were gas. The book says electric, but I haven't been under it yet. I looked on top of motor, but I don't know what or were to look
Look in the valley - right on top of the engine for a device looking like the one I linked in my first post. It is a fairly popular conversion to remove the mechanical fuel pump, plug the port on top of the engine with a freeze plug, and put an electric fuel pump on board. If you do so, you need to run it through an oil pressure switch to keep it from running should the engine die or you roll it / wreck it - don't want something pumping fuel into an engine fire.
The factory service manuals are the only way to go on these things! There are even some links to online versions (I'll have to look again for the link). As madpogue mentioned, list what is happening and when. There are many reasons why it may not get fuel and other problems that may mimic it not getting fuel. Cheers!