You obviously have a 2002 Export2.5 CRD same as I have. Where are you located?
I do not know if the cabling for a fuel pump was installed in these models...generally not needed on these early KJs, I have not had any problems.
There was no real need to replace the Fuel Filter Head as these Export models came out with a very good Raycor Head from the factory.
Most scanners cannot work on these early KJs with the PCI Bus....use the "Key" method to get codes.
Without starting the engine... rapidly turn the ignition ON/OFF four times.
After the 4th ON action leave the ignition ON and you should see the Odometer display showing codes in sequence from the oldest...which no longer be relevant...to the latest code.
Write these codes down and post up the last one here.
This method definitely works...I use it often...you just have to get the speed of the 4 ON/OFF actions right.
The problems with this method are:
Codes are not erased using this method.
Some codes can have the last two digits transposed ie. a code of P0123 could come out as P0132.
Any code is only recorded once even if you are getting multiple instances of the same code.
Some faults such as fuel errors do not get displayed.
Make sure your fuel filter is clean and the fuel head is well primed.
Do you have the Amber "Key" icon displayed on the cluster either solidly ON or flashing at you?
This is for the SKIS anti-theft system....newer KJs use a Red LED instead of the Key icon.
When you switch the ignition ON this Key Icon should light up for a few seconds and then go out if SKIS is OK. If it flashes you can normally start the Jeep but it cuts out after a few seconds. If the Key icon stays ON then the engine will turn over but never fire.
Download the 2002 KJ Service Manual Diagrams here....includes the Wiring diagrams.
What you need to download here as well is the section "2.5_2.8 export diesel" which covers the engine on our Export CRDS very well....some differences to the later USA models.
If you PM me your e-mail address I can send you another document for these early Export CRDs....shows the CEL codes and what to do about them!
So once you have some codes we can try resolve your issues.
I would also advise you to join the Australian Jeep forum
http://www.ausjeepoffroad.com where there are lots of owners of these early Export CRDs who can advise you.
Download Manuals:
http://www.colorado4wheel.com/manuals/Jeep/KJ