The main ignition relay should power the injectors and coils. Not the fuel pump.
How to check continuity to the fuel pump. Place either lead of the multimeter in pin 1 of the C/OPN Relay socket (take the relay out) then onto the blue with black wire that the fuel pump inside the car. You might need to run another wire to make the multimeter cables longer to do this.
Let me list some tests.
- Are you getting power to the EFI fuse when the key is ON
- Are you getting power to the C/OPN Relay pin 2 when the key is ON
- Are you getting continuity from the C/OPN Relay to the pump