Been a while since I worked on a stock evo (non SnS) but is it possible to push the pump shaft in far enough to have the inner key fall out? You shouldn't have to prime the pump since gravity will feed the pump.. You might have seen the feed gears turn simply from drag?

Do you have oil coming out of the feed line? Sounds like you hooked up an external tank. With it mounted high the pump should have plenty oil.