There are basically only 2 things that will stop a diesel running; lack of clean fuel, or lack of air. Clean fuel means no air in it also. If you have sufficient fuel in the tank, air can enter from a variety of places without you seeing any sign of leak. Between the fuel tank and the supply pump is the suction side of the supply. As such, air can be drawn in at any loose connection with no trace of an external fuel leak. Check all connections between the tank and supply pump especially any inline fuel filters.