Thanks guys, I agree that most likely it is not the CPS based on my symptoms. My fuel pump that I just put in a few days ago was new OEM, i don't use any aftermarket parts on my cars.

As mentioned before new fuel pump relay, even tried using another one with the same symptoms. What I forgot to mention, when we hook it up to scanner, we can initialize the fuel pump (here it prime) and when doing so we can also here the relay switch at the same time and see pressure. We just can't get the same results when turning the ignition on.

I am sure the pump itself is fine because when we turn it on via the scanner tool we here it prime and have pressure (+/- 50psi).