Just a few thoughts:
1) If you have not actually primed the pump (removed the banjo "OUT" bolt and filled the pump), then it will take some considerable cranking to get the car to start.
2) Even IF you primed the pump (as above), then it will take some considerable cranking to get a car to start if you have all the fuel pipes tight.
3) Fuel coming out of the return lines does not necessarily mean you have good prime. Most of the fuel that comes out of the return lines is excess fuel from the injectors. That fuel sits in the injectors until new fuel (or air) forces it out, thru the return lines, back to the OUT banjo bolt, and back to the tank. It should be noted that the residual fuel DOES NOT go back into the pump directly to be re-injected.
SO0ooo, you could still be pumping air into the injectors, and forcing the residual fuel out of the injector bodies, back to the pump.
I'd prime the pump with some diesel purge, or ATF directly into the top of the pump (what I always do). It will then take about 1-2 minutes of cranking to get the car to fire.
If it does not fire after 5 minuted of cranking, then you have several possibilities:
1) Bad glow plugs (have they been tested?)
2) Low compression (has that been tested?)
3) Slow starter speed
4) If #'s 1,2 and 3 above both check out, then you probably have stuck vanes in your injection pump. It doesn't take too much moisture and sitting to get them to stick. Even if your used pump had fuel run out when you removed it, it could have had water in it which could have rusted the internals after sitting dry for a while.
Also: it's worth noting that even when pumping, there really isn't a ton of fuel that comes out of the delivery valves. It's like a quick spritz of fuel from each valve, not a gush of fuel. So, double check that.
I've often found, when bench testing pumps, that if the pump is not COMPLETELY full of fuel, the upper two valves will take a while to start pumping. That may be the case with you. Your pump may be pushing air and some fuel that's in the pump, just not enough to be terribly visible on the motor after it comes out.