Help us help you. By posting the year, make, model and engine near the beginning of your help request, followed by the symptoms (no start, high idle, misfire etc.) Along with any prevalent Diagnostic Trouble Codes, aka DTCs, other forum members will be able to help you get to a solution more quickly and easily!
A lot depend on what equipment you have a pro level scantool on most German diesels live data will give you an intake air grams/stroke reading for each cylinder that can help spot a valve or blocked intake port issue.
The main suspect though is going to be a compression issue, diesels need at least 300ps/22bar for a cylinder to fire without a misfire.
Basic checks on power to the injector but beyond that you would need a scope.
It is of course possible you have a bad replacrment injector. Only way to tell would be swap it to another cylinder
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