My 1998 R had the fuel pressure regulator in the frame behind the engine, of all places. Follow the fuel line down behind the engine and you should see it along with a vacuum hose or two.

The fuel pressure after sitting all night should be zero. Probably close to zero after one hour of engine shut down.

The best way to check fuel pump relay is via a paper clip. The made in Hungary version is just fine, the made in China is not. But, you can check it and see if it is very hot to the touch. Paper clip relay position 15 and 87, but be careful, the paper clip can get very hot so use a large one. The pump will run the entire time the key is in position II.

If you do NOT have AWD, the pump is easily accessed behind the rear seat. You can remove the cover plate, drive around the neighborhood til it dies, and then check the voltage to the pump. If there is voltage and no hummm, a new pump is required. Not that expensive if you use Bosh insert rather than OEM replacement.
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Keeping it running is better than buying new