Hard start

Well, I replaced my fuel pump, since it was making a loud pump whine, and giving me a hard start.

I replaced the pump, fuel filter, and strainer to find out it doesn't start like before. I went to check voltage to see if the pump was getting power and yes, 12V when cranking, and I believe nothing when cycling the key. Is this supposed to happen?

Also considering an OEM fuel pressure regulator, smoke out the exhaust, can't tell if it's black or blue, but soot is on my axle where it dumps from the Flowmaster 40. Oil slightly smells of fuel, and oddly enough, it cranks with the pump unplugged and if I plug it in before the engine dies, it runs, when I first installed and primed the pump after it started, it missed a little, and smoked decent amount, probably more noticeable with the bed off, I don't recall it smoking THAT much. Please help before I miss work haha