renault megane engine cuts out

Hi
My Megane 1900 Diesel 2002 engine cuts out with no prior warning.
No leak has been spotted.
Ignition sensor replaced.
Pipe with rubber manual pump replaced.
Renault's computer shows nothing.
What else should I check before replacing the very expensive electronic diesel pump and finding out that it doesn't solve the problem?

Thanks for your help

When was the fuel filter changed last??
Whats the mileage on the car

When was the fuel filter changed last??
diesel filter replaced a few days ago
Whats the mileage on the car
360000