Ford transit bleed diesel - fuel not getting to one injector?

My Transit was losing power, cutting out and running on three cylinders. Changed the fuel filter (which was very dirty) and it wouldn't prime with the pump so I bled the system at the injectors but fuel is only getting to 3 of them, and now it doesn't fire even on these. Any ideas?

One thing: there's a screw on top of the priming pump. Does this need to be undone before pumping, or is this what holds it on? The Haynes manual doesn't say. On my Daihatsu engine I had to unscrew the priming pump first, then it had a long stroke to prime it. The Transit doesn't feel I'm really doing anything. If I have done this wrong, is it likely to have caused the above problem?