Hi Alex
I would expect you to be getting DTC codes if you are getting dashboard error messages It is possible you need Jag specific software.
Have you checked the Fuel Pump Driver Module? Also I would re-check the need to recode a new fuel pump as Gemini (AI search) suggests it is needed.
This might also help if you have not already found it.
http://www.jagrepair.com/images/Electrical/XFWorkshopManual/Fuel System.pdf
Good luck
John