Ive rebuilt 2 ALH engines now (1 valve went the first time and turbo ran out the second time!).
When doing the timing belt, was the pin put in the fuel pump sprocket? This will set the Top Dead Centre (TCD) of the pump, to match the TDC of rest of the engine.
In the past ive found that I can run it by spraying a slow mist of easystart in - Its then a case of tweaking the fuel to get it right.
There are three bolts on the fuel sprocket which can be LOOSENED (dont remove) and allows the sprocket to move forward and backwards slightly. If I was you I'd set it to the min or max position in the oval holes and tighten, try to start the car. (maybe with easy start if it helps and see if it runs). If it doesnt start or run then loosen and adjust very slightly, until you get it running. Once its running it needs plugging in to VagCom and then use the TDI timing tool/graph which draws a line of how advanced/retarded the fuel timing is. You can then use this to fine tune into the correct bounds.
I hope this helps.
Check out this website too, its a great help:
http://www.myturbodiesel.com/1000q/a4/Injection-pump-removal-ALH-2.htm