back to basics, RELAYS

[NITROUS]

Did you hook the green wire to the PCM, it's what controls the fuel pump. I'm not trying to ask a stupid question, just getting all of the facts together.

Orange goes to the fuse box under the hood and the fuel pressure switch - Pin 87 on the relay
Red is the fuel pump prime connector - Pin 87A on the relay
Grey goes to the fuel pump and the oil pressure switch - Pin 30 on the relay.
Black and white is your ground - Pin 86 on the relay.
Dark green and white goes to the PCM - Pin 85 on the relay.

I haven't messed with a Nelson harness only modified factory harnesses to work. If it's wired like I posted here it should work fine. What's your oil pressure when you crank the engine over? Oil pressure has to satisfy the circuit to engage the relay but I'm sure you knew that unless it's bypassed somehow.