Back to basics:
1. do you have 1s or 2n gen fuel filter head (both plugs black on 1s vs. 1 black and 1 blue on 2n gen)? If 1s gen unplug right side (viewed from front) electric plug; insert "Q" tip or a bit of paper towel into port on head; remove and sniff; does it smell like diesel? If so your heater plug is fried - get new head and wiring from idParts.
2. really basic - are you positive there is fuel in the tank?
3. are you following correct priming procedure - pump primer until it gets hard; crack bleeder; close bleeder; repeat? Do NOT open bleeder and leave it open while you pump - won't prime that way just sloshes air back and forth in lines.
4. did you recently change fuel filter? If so did you forget to remove the old "inner" gasket?
Nothing special about lines - hose from filter head runs to fitting on metal hose; metal hose runs along frame rail back to tank; 2 quick disconnects (see
http://www.auerbach.ca/kj/lift_pump/) back at tank are known to leak air. FYI there are two lines 1) fuel to engine and 2) fuel return to tank. IIRC supply line is the larger of the 2 but I'm not sure.
If there is fuel in the tank it's unlikely that there would be an air leak bad enough between filter head and tank to prevent priming unless one of the quick disconnects is completely loose. Grab a fuel can, fill with diesel, grab appropriate size and length of clear vinyl tube or diesel rated fuel line; remove fuel head supply line and replace with that tube; insert other end of tube in fuel can. Now try priming; if it won't prime per above method the primer and/or primer check valve are shot - replace filter head.