The fuel exiting the injection lines from the pump must be free of air to test the injectors as you are. The system relies on the fact that there is solid fuel in the line so that the pressure can be raised high enough to activate the injectors “poppet valve” to release fuel to the spray tip. Air compresses, liquid will not. Your test also relies on the injection pump to be working correctly. More lacking info “I replaced the injection pump” the pump shown in your photo does not look like it was rebuilt or new. Where did it come from, fell out of the sky?
Yes, it is a possibility that air is in the fuel line, I didn't verify that they were bled.
The pump was new from eBay. I put it on about a year and a 1/2 ago and then I didn't work on the tractor until now. It was outside in the elements all this time, and so it started corroding already.
I'm considering to dissemble the injectors and soak them in acetone. Is there any material inside them that the acetone can damage? Or is it only metal inside? It is possible that they are clogged with something like tar, because somebody put something in the fuel system and it turned all the fuel to a tar like substance. If I could share a video then I would show you what I mean.