I think if it were a leak you would have smelt petrol by now.
Recheck that the fuel filter is the right way round as that includes the pressure control valve.
If that's OK I would suspect the new fuel pump has an internal leak as there have been instances where a pump pressurises the system OK but after a few seconds the pressure drops away. A(nother) new pump or Walbro upgrade should sort the problem.
www.mtwc.co.uk/wp-content/uploads/2020/09/5-Speeder-fuel-pump-replacement-April-2020-update.pdf
