The fuel pump relay also gets an ignition on signal from the ECU relay - if this is not there, then it won't bridge power to the pump - if you look at the diagram on the side of the relay, it will show you which pin is which, and you could check with a multimeter or test probe connected to a known good earth to see if this voltage is there - just checking, I think this is pint 85, the small one. I don't have the wiring diagrams to hand, but I think it's relay 167 that the signal comes from.
Hope this helps - I've had a nightmare troubleshooting this stuff previously, but bridging is good to have the pump running permanently, lets you move the car and proves the pump is working etc., but you need to figure out if the relays are working and if the signals that switch them are there. Best of luck and hope it gets sorted.