I have a Baxi Luna Boiler that is aprox 3-4 years old. It heats my floor and my tap water. It gives me a Faulty Pump-Low Pressure Alarm. I pulled the inlet screen... the pump is running... but still no hot water. On the right hand side of the pump there is a yellow valve, I opened it hoping to get some air out of the pump, but nothing came out.. air or water. Is my pump shot... or do you have any other suggestions for me.

It sounds like you removed the screen for the domestic hot water circuit. If you still have low flow, then you will most likely have to flush the heat exchanger with an acid solution to dissolve deposits. The Baxi manual should have instructions for this. And replace that screen after it's clean.