Whats the year? It's important as pre 99 they had XUD engines, but later ones had DW10 HDi engines, which are completely different systems. As you mention changing the glowplugs and the pump and rubber primer I reckon it's a pre 99 with an XUD engine.
What happens when you turn it over- do you get clouds of whitish smoke from the exhaust or nothing at all? If there's smoke, then fuel is getting through to the combudtion chambers at least, but just not igniting. That would point to either an air leak in the system somewhere which has occured when you changed the tank over (check ALL the pipework and joins) or the glowplug circuit isn't functioning (check for 12v at the plug terminals)
If there's no smoke at all then assuming fuel is reaching the pump (don't assume the rubber primer is working- they're crap.....remove the fuel pipe to the pump and eyeball diesel coming through...) then you're looking at an electrical problem. The immobiliser is tied into the pump, and the pump is coded uniquely to the car, so the car maybe just doesn't recognise the pump. Put the old pump back and you may get lucky.