I'll check on those injectors sometime in the future. But does anyone know why it won't build pressure when I turn the key to the on position?

which engine do you have?

2.5l v6

I'm just not clear if the problem is that the fuel pump ISN'T running for a second+ to create fuel pressure when you turn the key to RUN or if the problem is that the fuel pump IS running for a second+ when you turn the key to RUN but it's not able to build any fuel pressure during the second+ it's running
,
Can you hear the fuel pump running for a second or so when you turn the key to RUN?
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If the pump isn't running (not getting Power) then the place to begin troubleshooting is the fuel pump relay socket
.
The question is, "is the computer providing a ground to the fuel pump relay's coil to energize the relay for a second or so when the key is turned to RUN?"
.
The wiring diagram I found for the fuel pump circuit for your 2.5 L are on 2 seperate pages and I think that's helpful because we can see that everything must be working right on the 1st page or the car wouldn't run
.
For the car to run the PCM power relay must be getting Power on the Control Side in key positions RUN & START and the Load Side must be getting Power always (like the diagram says)
.
The Ground for the control side of the PCM relay must also be good. Also the load side power to the fuel pump relay must be good
.
I highlighted over it. Red is Power. Green is Ground
.

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The diagram continues on this next page which shows the fuel pump relay and the Load Side of the circuit to the fuel pump and the Control Side of the circuit to the PCM
.

.
The thing is, you know these relays, wiring, inertia switch, and the fuel pump are good because it all works when the car is running
.
So like I said, The question is, "is the computer providing a ground to the fuel pump relay's coil to energize the relay for a second or so when the key is turned to RUN?" I circled that relay socket in BLUE
.
Grab a test light, pop out the fuel pump relay and see if that's happening or not

Ok, I'll try that out tomorrow, thank you

keep us updated. You may have noticed that you're not the only Ford Probe owner experiencing this "no fuel prime" issue.

Ok, I attached the test light to the positive end of the battery and put the metal part of the test light on the left metal prong.

This is what happened when I turned the key to the on position and cranked it after.
https://youtube.com/shorts/KOoJ_L3BXCI?feature=share
Let me know if I did it wrong

It looks like you have your test light on the male connector spade of a 30 amp fuse
.
The fuel pump relay sockets will be female and there'll be 4 of them . (the male spades are on the relay)
.
The relay looks like this
.

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Look on the inside cover of the fuse box for the fuse/relay map
.
Find the location of the Fuel Pump Relay (on the Mazda shared platforms they called it the Circuit Relay so if you don't see a Fuel Pump relay on the fuse box cover map look for that)
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Then just use the test light. Referring to the diagram when the key is in the START or ON position the PCM relay is energized and power is provided to both the Load side and the Control side of the Fuel Pump relay
.
So with your test light's alligator clip on Battery Negative, it should light up when you probe 2 of the 4 relay sockets
,
One of the other 2 relay sockets will be the Ground from the PCM to energize the relay
.
The other socket goes to the fuel pump
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Switch the test light's alligator clip to Battery Positive
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Touch the test light to each of the other 2 terminals and turn the key to RUN. (don't jam the test light between those metal female sockets.
You can spread them out and then the relay won't get good contact and you'll create another problem.)
DO NOT move the key to START
.
You want to see that test light come on when you turn the key to RUN and then go off after a second or two on its own

Here's something that I didn't want to include in that diagnostic reply because it's more of a "community service" than part of your diagnostic
,
But this same issue keeps coming up on the Ford Probe and the Mazda cross platform forums
.
Especially with the Mazda people
.
There's claims, that unlike most cars, these don't provide a fuel pressure prime
.
That the computer doesn't provide the Ground to the Fuel Pump Relay until the engine reaches 50 rpms (Crankshaft Position Sensor Signal)
.
However, I haven't found any source which I'd consider credible to confirm this
.
What's missing in those claims is anyone actually testing the Ground signal from the PCM at the Fuel Pump Relay for a couple of seconds when the key is first turned to the RUN position
.
I understand that you have your hands full diagnosing this problem but if you could video your test of the fuel pump relay sockets it could be shared on the Ford Probe and Mazda forums too

Ok when I connected the clip to the ground two of the prongs lit up like you said it would.
I checked the other two with the positive now clipped and one lights up all the time even with the key out,

And the other prong didn't. So I gently placed the prong into that one and turned the key to the on position and nothing happened(no light up for a second or anything).

I'll make a video right now, before that though did I do this right?

Yep. From your description it seems like you did the test right
.
Here's the thing. The test light lit on that one socket because the fuel pump circuit was providing a Ground
.
If it wasn't, battery positive current would never flow to the fuel pump
.
To complete the test, on that remaining fuel pump relay socket, Key now in START position, test light alligator clip still on battery POSITIVE, test that remaining socket for a Ground signal from the PCM while cranking the engine
.
The test light should light up
.
If you don't have a Ground there for a couple of seconds at Key ON but you do have a Ground there During Cranking (over 50 rpms) that seems to confirm the assertions of the people who claim that these Ford/Mazda 2.5L's don't prime the fuel pump when the key is 1st moved to the RUN position
.
The other explanation would be that all of you have a faulty PCM (unlikely)
.
Frankly, I'm more concerned by that slow fuel pressure buildup and that fast fuel pressure decay in your original post
.
I'm afraid that a leaky injector could hydrolock that cylinder and bend the piston's connecting rod

Ok, I tested it turning the key to the start position and the light came on and turned off after i was done cranking it.

I do remember when I got my fuel pump replaced I had them see why I was getting an airbag light and they came to the conclusion that it was the pcm, could that maybe be related to the unlikely chance that it could be the pcm causing the no prime issue?

And on the point of the loss in fuel pressure after engines off, I remember before I got the fuel pump replaced the fuel pressure held when the engine was off (even though it was 18 psi). After I got the fuel pump replaced now I get 40 psi but a drop in pressure. Could the fuel pump come with a faulty check valve?

That explains why the fuel pump doesn't prime when you first turn the key to the RUN position
.
From what you're seeing it seems to bolster some of the Mazda guys who say that the PCM doesn't energize the fuel pump relay unless it's receiving an rpm signal from the crankshaft position sensor (50 rpms+)
.
As far as where you're losing that fuel pressure, we can discuss that tomorrow. It's 4:30 am here in Florida and there's a whole process for doing that. .

Alright, and thanks for all this help. You've spent a lot of time writing this stuff out and highlighting diagrams so I can understand them.

To test for where you're losing fuel pressure the 1st thing you'll need to be able to do is Prime the fuel pressure without cranking the engine
.
We've already established that the PCM isn't providing a Ground to the Control Side of the fuel pump relay for a couple of seconds to energize the relay and run the fuel pump when the key is turned to RUN
.
So you're going to have to provide that Ground to the Fuel Pump relay to energize it
.
To see how to do that we have to revisit one of the previous wiring diagrams I posted but on this one I did a little more "Green Highlighting" of the circuit because now it's part of your troubleshooting. I put a Blue rectangle around this part of the circuit so you can easily see it
.
Click image to enlarge

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See how the Green highlighted Ground Control side of the fuel pump relay wiring from the PCM to the Control Side of the relay is spliced and also goes to the DLC (Data Link Connector) under your hood?
.
If you use a jumper wire and jump a Ground to that terminal on the DLC and turn the key to ON the fuel pump relay will be energized and the fuel pump will run
.
I did an internet search and this came up for your '94 Probe. I put a Red Border around the terminal referenced on the DLC for the Fuel Pump Control Ground in the wiring diagram
.
Click image to enlarge

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So grab a piece of wire and put a ground from either a clean chassis ground point or the battery negative post to that DLC terminal, turn the key to on and let us know if the fuel pump runs
.
Then you can start figuring out if this is a problem with the fuel pump check valve, the fuel pressure regulator, or a leaky injector
.
Here's the way this is plumbed. You'll be isolating the individual fuel pump pressure line and the fuel pump return line by finding a rubber hose in the plumbing and crimping it as you measure fuel pressure decay. I drew a thick black line to represent the hose on the left side of the intake that connects the rear fuel rail with the front fuel rail because that hose isn't connected in the picture
.

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So look for any rubber fuel lines between the fuel tank and the fuel inlet on the fuel rail that you can crimp
.
It's pretty obvious that the return line has a rubber hose that you can crimp
.
Also, if you have the time watch this video from Eric O. He's doing the exact same tests but in a different way
.
https://www.youtube.com/watch?v=DL8toqPcXKA
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He's using an expensive bidirectional scanner to command the computer to provide a Ground to the Control Side of the fuel pump relay
.
You'll be using a 5 cent piece of wire to provide that Ground
.
But look at how he's isolating the different possibilities
.
He isolates the possibility that the check valve in the fuel pump is faulty
.
Then he isolates if the fuel pressure regulator is allowing fuel pressure to return to the fuel tank when it shouldn't
.
Finally he discovers a stuck open fuel injector by lifting the fuel rails and notice how that fuel is just pouring out of that injector and could hydrolock that piston
.
I know this is a lot to take in but watch the video, see if you have any rubber lines between the fuel pump and the fuel rail that you can pinch to test the check valve
.
Let us know how all this works out or if you need any further help in your diagnostic
.

Ok, I understand what your saying and how to do it now my only question is where do I get some wire, I don't have anything laying around that I could think of.

You can go to Home Depot or Lowes or your local hardware store
.
Any place that sells wire by the foot
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You're just jumping the Ground on the control side of the relay and it has a small current draw
.
A piece of stranded or solid wire in 14 or 16 gauge will be fine

Ok thank you, I will get some tomorrow morning and let you know the results that night

Yeah, keep us updated. You don't need that funky fuel pressure connection setup that Eric O is using if you can find any rubber lines between the fuel pump and the fuel injector rail that you can pinch

Alright the fuel pressure is now holding! After I hooked up the wire to the ground and started going through the process of finding where the fuel pressure was being lost, one of the plastic hoses that was coming off of the fuel filter cracked when I pinched it and started spraying everywhere. After I replaced the hose and retighted the clamp back onto the fuel filter, I rechecked the fuel pressure again. And come to my surprise it wasn't losing pressure. When I looked at the old hose that I was using it was cracked all over so no wonder it couldn't hold the pressure. Here's a video of it working now compared to the first video,

https://youtube.com/shorts/cne_bcL7AaM?feature=share
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And again thanks jack for the very in depth details of what to do and how it connects to the diagrams and the different parts of the car.
This really helped me understand what I was actually doing mainly with the testing of the possible fault with the pcm. And thank you to the other people that chimed in also.

Good job! (and an inexpensive repair)

test them with a smoke machine or compressed air

Oem

And I looked at a few of the fuel lines underneath the car and in the engine and I dont see anything abnormal

I put a different relay that was working and the same thing happened