The easiest way to verify a fuel problem is to read the fuel pressure on the fuel rail. Since you stated that you can't hear the pump your next step would be to verify 0 psi on the rail, then tracing the fuel pump electrical circuit to prove the control or trigger side of the relay is getting power. If it is, then you test the load side.
Ford with their infinite wisdom soldered relays to a PC board. If you have the tools and soldering skills you can modify the board to add in an external relay socket if needed.
How are your skills in that area?
Is the theft light blinking rapidly? Normal is slow flash @1 per second.