Fuel MUST, MUST come out of the injection lines or a diesel engine will not run. If fuel is passing through the filters and is getting to the injection pump but NOT coming from the injection lines when loosened while turning the engine over then the problem most likely is the fuel shut off.
Another way to check this is to locate the fuel return line from the injection pump to the fuel tank, remove it from the tank and see if fuel flows while turning the engine over. If the fuel is flowing then you are again looking at the fuel shutoff or a bad injection pump.
OK, I just got finished looking up the info on a 66' 4000, it has a 3 cylinder diesel that uses a CAV injection pump which has a manual, cable operated fuel shutoff. Make sure the cable is free and moving the lever of the shutoff on the pump. You might get lucky and a bad cable, remove the cable and try working the shutoff lever by hand and see if you can start it. If not then you need to find someone to repair the pump, seems the CAV pump is known to have some issues with the shutoff getting stuck.