As you discovered, a diesel doesn't need spark, so it will run on UNLESS the fuel cut off solenoid is turned off. In replacing the alternator, a wire got hooked up in a way that is back-feeding to the fuel shut off solenoid. Check your wiring, you could start the engine, shut off the ignition switch, and start disconnecting wires at the alternator until the engine dies. Their might be a diode in that circuit, but not sure.
Bob & Donna
'98 Gulf Stream Sun Voyager DP being pushed by a '00 Beetle TDI