There are 3 filters on your engine.
1) The metal fitting under the lift pump is a filter. It's on the port side of the engine. It's a small cube shaped device, with a fuel line, and some wires. (you will see it)
2) There is a large, "Spin on" filter on the starboard side of the engine. (looks like a car oil filter)
3) There is a screen on the bottom of the high pressure fuel pump. It's not easy to get to... so we will leave that for last.
There could also be an electrical issue... but check # 1,2 first.