Not sure where you could be losing pressure. I'm using the same setup(left) and haven't had any problems. When I stripped the donor, I also took the fuel pump(right) and modified it to fit onto the older assembly. The truck ran but didn't start easily when hot. Took a couple of seconds longer before she would fire. After switching to the older setup with a new pump, the truck fires immediately cold or hot.
I would have to think there must be a check valve in the pump somewhere that holds pressure while the engine is off. I could be wrong.
'93 Chevy 1500 4X4 ECLB with a '99 Silverado LQ4 6.0 and '99 Escalade 4L60E. SOLD IT!!
New toy: 2001 2500 HD 4X4 Extended Cab Long Bed
John