Replaced 2 fuel filters, truck went for ride and died. Bought 2 new batteries, and changed, the truck started but died out. Have a Ford F250 2003 Diesel 6.0L. What's wrong with truck.

Perform the tests in the link below:

https://www.askmehelpdesk.com/cars-trucks/faq-how-troubleshoot-repair-maintain-hondas-selected-other-vehicles-46563-8.html#post1415281

Did you use Motorcraft fuel filters? Everything tightened properly?

You more than likely have air leaking into fuel system. Remove secondary filter small one, switch on key Is fuelflowing into filter housing Yes, You have replaced the o-rings and the covers are tight. Blow out fule line from pump to tank and secondary filter to pump. Test drive. The same, check fuel pump pressure. If low replace fuel pump.