Hi,
I had the Fuel Pump also go on my 2004 325Ci.
I think from what you wrote, if you put 12V to the pump &
it doesn't run, it's no doubt a bad pump.
There's no reason the pump shouldn't run with direct power.
It seem strange that you would get a new pump that would be bad, but
no run with direct power is a pretty good sign.
Hope you already got it fixed!