2006 Volkswagen Jetta turns over, won't start

Have a 2006 VW Jetta TDI. Have replaced every Relay in the Box. Car will turn over but will not start. Use of Starting fluid and the car will sit an idle all day. Put in Gear drive several Blocks and the car dies on me. Also have new Fuel filter. Any suggestions.

Have you checked the fuel pump? Or the fuel pressure in the fuel lines?

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Did you replace the fuel filter yourself.