I had a similar problem on another car, a Vauxhall Frontera, and it turned out to be the fuel return hoses. In that particular car there were four individual rubber hoses for each injector that fed back into the fuel pump to return unused fuel. One or more of these hoses had small cracks and were letting in air which resulted in a loss of vacuum which in turn caused the head of diesel to be lost and returned to the tank. Unfortunately I didn't have a priming valve and the only way to start the car was by towing it, once started it ran fine but if left for an hour or more would not start.
It certainly sounds like a problem in the fuel return system but it might be worth checking out the simple things first, I came very close to replacing a very expensive fuel pump before discovering the fault which in the end cost pennies to fix.
Good luck, Keggers