the solenoid on the injection pump IS the fuel shutoff
pull it out and you will probably find it stuck like was mentioned earlier or a broken spring or something.

and when your checking for solenoid operation, when you turn on the key it should click, you should get voltage.

the fact the engine will crank and run with that not working (because you said earlier it has no voltage on it with key on) means it has to be defective.

check your fuses and see if any are blown, look around the steer column and under dash area and see if you can find any relays. that solenoid should be powered on when key is turned on.

and FYI... when you pull the solenoid out you may get some fuel running out, if this happens you may have to bleed it afterwards to get it to pull fuel again once you figure out this is the problem and get a new one installed. Most diesels don't like air in them and will not start if this happens.