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Many aftermarket pumps do not have the built-in high pressure check valve or it did not get installed when it was manufactured. More than a few times someone has found the latter on their new pump. The tank that is getting filled when not selected has a bad valve. Could be the high pressure check valve or the shuttle valve. If the latter you have to replace the entire Fuel Delivery Module (FDM).
I just as well replace the whole fdm. Is there anyone who has the best system for this setup?