is it running the stock ecu?
every time u turn the key to the "on" positiong the ECU should Prime the fuel pump, the fuel pressure in the line will decrease once the pump stops.
is your FP gauge measuring fuel pressure before the reg? or i should just say is it setup to measure pressure inside the rail?
if its stock ECU get the manual and go through the checklist.
it sounds like your ecu is not priming the pump to me.