This injection pump could have two solenoids on it. One is at the bottom and is used for cold start timing advance. The other is usually on the top and is the shutoff solenoid.
This can vary as these engines had two different fuel systems used and the only way to know which you have is to clean the injection pump off and look for a name cast or stamped on the housing. (Delphi or Bosch)
To verify that this is not an electrical short causing the shutdown solenoid to stay energized, try removing the battery ground cable.
If the engine stops, then you have an electrical short sending power to the shutdown solenoid.
If you are certain you were disconnecting the shutoff solenoid and/or the engine continues to run, you can replace the solenoid without removing the injection pump.
This is not an expensive item so, it is well worth trying before the next step, replacing the injection pump.
D models have a bad history with injection pumps and the issue is compounded when fuel quality and maintenance is poor.
The only other issue that might keep the engine running is a leaking turbocharger that is dumping oil into the intake. I am sure you would notice the loss of oil and the constant smoking as well as the hard to control throttle and possibly an engine runaway problem.
Older engines had a fuel heater cold start valve that could spray hot fuel into the intake but, the information I have on this engine shows you have individual glow plugs which replace the fuel heater system.
If you need more help on this, please let me know. I will be glad to help as much as I can.