Visual check of the fuse is not good enough. You really need to use a meter.
Also you should check the power distribution from the battery ie fusible links
and other basic troubleshooting steps for power issues. The fact that you are not
connection the SGII tells me that there is not any power coming from the ECM.
You also want to verify that the ECM is getting power and has a good grounds.

Do you have any access to other scan tools? Snap-on would be a good pick.
If you can get your hands on the wiring diagrams for your year and model of truck
If you happen to have a 2006 F-series let me know and I will look and my
diagrams and try to post some PDF's for you to work from.
Gets your hands on a meter. Check power to ground at each
fuse after you make sure the fuses are good. Check the connectors are clean and plugged in

I used to be a top troubleshooter and still am for the most part.
Sean