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Did you change the bottom filter? Sometimes, when replacing the bottom filter the o-ring gets damaged and it will suck air into the system, preventing proper prime and fuel pressure.
Are you using either Motorcraft or Racor filters, replacing the o-rings with each change, and lubricating the o-rings with motor oil before installing the cap?
You might check the lib of the cap where the o-ring sits, and the lip of the housing where the o-ring sits for any sign of damage or sharp edges. Also check the o-rings you've removed for damage.
You might also check both caps over very carefully for any signs of cracking.
2004 does have a fuel heater. If all of the o-rings check out, unplugging it would worth a try. I was trying to figure out which of the three connectors on the HFCM is the fuel heater, without much luck.
I would also check for power on the fuel pump plug. But again, I'm not sure which connector that is.
HFCM, think it is the plug at the very back is the heater.
Power... verify fuel pump power... YOu didn't do that?
DO you hear the pump churning on Key on?
After you get it running, if that is what it is, be sure you grease the contacts, then tape it shut to prevent it from rusting assuming you are leaving it unplugged.
I think the next thing I would do is to check for power on pin 1 of the fuel pump connector. There should be power there for about 15 seconds after the key is turned to the run position and then the PCM will shut it off. There will only be power right after key on and when the engine is running.
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