Welcome!
If you have air in the clear return line from the IP it means you have issues with the fuel system that are letting air in or a restriction that is boiling diesel in the fuel line. The IP will suck hard enough to 'vapor lock' the fuel line if you restrict the line. Tank sock, kinked hose, plugged fuel filter, bad lift pump... Fuel problems like just described will cause your issues.
Second thing is to use a highly complicated $0.01 paperclip that will read the correct codes out of the OBD I ECM via flashing the SES light. Once you verify the correct codes we can or don't need to go down the EGR codes on a vin F engine rabbit hole. Lots of scanners can't properly read a 1995 6.5 diesel esp. Snap-on.
Was this CA emissions?
Was the engine or ecm ever swapped?
is there 1 or 2 solenoids on the driver side back valve cover bracket? 1 is for the turbo the other is EGR if equipped.