HDI engines are self bleeding, so don’t worry about air in the system. I think the gentleman must mean the pick up pump in the tank, as the main fuel pump is driven off the Timing belt. Who has tested the pump?
It might be worth puling the pipe off the fuel filter canister, and turning on the ignition (not start) and see if you get a squirt of fuel, if you do, then the electric pick up pump is working ok, and you need the main pump tested.
OK so you say that you have fuel at the injectors, but not through them? This must mean the main pump is ok? BUT how on earth did you test this? You are a brave man! A Hdi pump can fire diesel right through your skin into you blood stream. Anyway...if you really don’t have fuel through ALL of your injectors, i.e they are all not firing then you need to look towards sensors, wiring and the ECU and sadly only Peugeot or a garage with diagnostic computer can help you.
Hope this helps mate, good luck.
Imran
March 2008