No fuel could have a number of causes. Clogged nozzle, clogged filter, fuel solenoid malfunctioning, bad fuel pump, or air leak in inlet supply. The most obvious and most common is clogged nozzle. If you want to check the other potential causes then remove the fuel return line and run it into a jug. Turn the unit on and see if you are indeed moving fuel.
You seem reluctant to replace the nozzle. However that is almost always the first thing to do when a diesel burner is behaving as you described. Doug gave great advice. He always gives good advice