Rookie needs help bleeding air

First post. Glad to be here. Just bought an L2500DT. The seller had some financial issues and had skimped on maintenance recently. Admitted it needed oil change, greasing, etc. Clock is working and shows 375 hours. Two owners I am told. Grand Dad and the grandson I purchased it from. So I went and bought air, oil and fuel filters, oil, grease and distilled water.
Cranked it up and drove to some shade. Oil & filter change, crank, run a couple of minutes and check. All OK. Change air filter, no issues. Filled a thirsty battery. It's been 40 years, literally, since I owned any real equipment but I remember trouble with air so I saved the fuel for last. (It's OK for you to snicker. But at my age the L2500 qualifies as "real equipment.) Tried to follow the owners manual I downloaded but there were some issues. First, I couldn't find a fuel petcock or shutoff anywhere. But I saw a post earlier where the poster stated to avoid having to bleed he screwed on the filter and let the fuel flow until if streamed out of the new filter, then tightened it up. So I prepared a bucket for a fuel spill, took off the old and screwed on the new filter with fuel overflowing the filter. Seemed to work OK. Cleaned up. Cranked up. Idled for a minute or two and just as I pushed the hand throttle forward, engine quit. I went back to the manual and unscrewed the bleed nut on top of the filter and got a smooth flow. I then opened the valve by what I assume is the pump/injector/whatever unit for 30 seconds. Didn't hear or see anything. Closed valve. Fires and quits. Repeat. Same. Tighten filter. Repeat, same. It's 89 degrees so I left for the house.
My thought is to buy some fuel line hose, put in a small ball valve and install. Won't solve the issue but probably a shutoff is needed.
Years ago I remember running a Cat out of fuel and we had to loosen the fuel line to each cylinder while turning the engine over to clear the air. Nothing in the manual today mentioned anything like that. It appeared to be all gravity.
Any suggestions or advice greatly appreciated. Thanks. Florida Al

Thanks.
Are the injectors right at the block? Three lines, one running in to each cylinder? (Sorta like where a spark plug would be on an gasoline engine?) Thanks.
Alec

Thanks to all,
Other suggestions still gratefully accepted. I'll let you know how this goes tomorrow evening.

Thanks loads to everyone of you. I opened the 3 injector connections 1.5 to 2 turns. Turned the engine over for a few seconds at a time, stopped seeing bubbles finally from two of the locations. There third injector was not visible without removing the air intake manifold which I REALLY didn't want to do. Cleaned it up, fired it up. Ran fine for maybe 10 to 20 seconds and started to lose RPM. I pumped the fuel, RPM came back, That happened maybe 3 or 4 times and then it started running fine. I let it run at about 2500 for 4 or 5 minutes, slowed to idle, upped the RPM a couple of times. Shut it down. Cranked right back up.
All of you were a huge help to me. Thank you!!!
This is amazing. One of you is 2700 miles away and two are both around 1200 to 1300 miles. All helping a guy sweating in the woods in Southeast Georgia. Thank you again.