The earlier Sisu engines had trouble with the electronic lift pumps (located directly above one of the fuel filters). Have someone turn the key without starting the engine. You should be able to hear the pump running. Also check the inline fuel strainer bolted to the clean grain elevator. It may be plugged.
Mine was the same. Got the rotor pump upgrade put on and it was better, but still took a few tries to get her going. What I found was if you bumped up the throttle a bit so it would start and idle a bit faster then it would stay running. Had the pump go out and it would not even think about starting. The pump was a $250 item and is cheap pos in my opinion. Massey should redesign it. Have put two on my swather in the last 6 years. Going to try and rebuild the dead one.