As I understand it then, there is a pipe which comes from the boiler up to the pump. Does the pipe come from the top of the boiler? Does the arrow on the pump point away from the boiler?
Current "normal" connections are top of boiler to a T where a large (22mm or 28mm) pipe goes off to the tank, (this is the vent). Within a few inches of the T there is another T which is a 15mm pipe going to the tank, this is the feed and expansion. The main pipe then goes into the pump inlet. Is this what you have?
If you turn off the heating system, and drain some water from the system, can you hear the tank filling again? If you can't, there is a blockage in the feed pipe.
Have you bled all of the air from the system? including the pump?
It could be lack of water circulation, what speed is the pump set to? or it could be a faulty boiler thermostat, though unlikely.
How old is the boiler?
It does sound like an airlock somewhere.