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Q: fuel system won't hold pressure when I turn the ignition off on 2001 Lincoln Continental

I had a fuel pressure sensor curcit malfunction code come up. So I replaced the fuel pressure regulator, but when I but a fuel pressure guage on it I noticed that as soon as I turn the ignition off the fuel pressure drops to zero and it won't start until the pressure gets back to 40 psi so 3 times to start. what the is one way check valve called that hols residual pressure in the system
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The fuel pump has an internal discharge check valve, which won't let the fuel return to the tank and maintain pressure so starting can happen immediately.
Looks like the check valve is worn / damaged and the fuel pump assembly needs to be changed.
The price of the original pump assembly is around $390 and the tank has to be removed to get access to the pump. Also a special tool needs to be used to remove the retainer ring from the pump. The total cost of the replacement could be somewhere in the $6-700 range.
Better to let the fuel tank running low before you will take it to the shop to get the pump replaced.

I have been told that is was the one way check valve that holds the pressure. I noticed a part number on the car it was f1ze-aa 000211a but I can't find it anywhere. if it is the fuel pump do I have to drop the tank or can I get it from the back seat or the trunk? any links to how to on the replacement
The check valve is part of the pump.
Yep, as I said you need to remove the fuel tank. I wouldn't do this job unless you have an access to a lift to safely raise the car. First you need to lover the tank, which requires a good support, than disconnect hoses and electrical connectors, than remove the tank to get access to the pump.
You also need a special tool to remove the retainer ring. It's not a simple job to do at your home, I'd suggest to take it to a shop.
If you still want to do it you can find repair info here:

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