Where did you get the pump from? That's rather suspicious that you had to adjust all the settings on a "rebuilt" pump.It sounds like air is able to get into the fuel system somewhere and is allowing the fuel to drain back to the tank. If we assume that your rebuilt pump is ok, then the next most likely suspect would be the soft return lines between the injectors. If the pump has air in it that will effect the way it runs which is possibly why you had to turn up the idle screw. Try using some clear line for the feed and return and run it out of a bucket of clean diesel fuel. Look for any air bubbles, and even shut it off and let it sit for at least an hour and then check for air again.
I just went to check/replace my return lines. They all seemed to be ok except #2 injector, the hose pulled off fairly easy along with the nipple out the injector, so now its loose and leaking fuel of course. I have 4 complete injectors and 4 "new" cores. So i guess i can just swap out the top piece from one of my spares. I guess that being loose would allow air into the sytem but i dont see how it could have been sucking in air but not leaking any fuel?