WOW!!! Are you doing this ALL WRONG...
You have an SES light ON, you connect your cheap scanner to our Non-Cheap-Scanner-Readable truck. It says "No Codes Found" (because it's not capable of reading) and you go to the store and spend Hundreds Of Dollars of sensors you don't
Classic mistake, and All Wrong
First, for the price of those parts you could have (almost) purchased and AutoEnginuity that has the Library of Diesel, and Ford specific, codes to actually follow the PCMs call on what's bad.
Next, and now that you've eliminated the HiPres oil system, I'd go to the UVCH connectors (at least it's not going to cost you anything). If you had a good scanner, you could perform a Buzz Test to allow the IDM to diagnose the electrical side of the injection system. BUT, have a look at the UVCH plugs (you could also have a "wet" IDM or other problems) as they are a common problem.
Start it, let it run for a min, go feel the exhaust manifolds for heat and compare them.
Have a look at this vid ->