Fuel Pressure Problem - Seeking Advice.

Hi guys, I'm from Barbados and I have been having problem for a while now with my Mazda Sport20 which is very similar to the Protege5 in your country.

I have been having performance issues, hesitation sometimes moving off or under heavy acceleration. Also my fuel mileage was ridiculously bad, and this problem just started over night a couple years ago. I changed plugs, coil packs, wires, and even my water temperature sensor and mass air flow sensor. The problem still persist. Anyway to cut a long story short, I unplugged my fuel pressure regulator solenoid after getting a tip from a friend and the problems went away.

Now the car performed beautifully for about a week, I wasn't getting any more hesitation and the mileage increased dramatically. I decided to bypass the FDR solenoid completely to see if it would permanently rectify the problem. Now this is where I need advice.

There is a vacuum coming from the manifold that passes through the solenoid, I decided to run a hose directly from the manifold to the fuel pressure regulator. When I did this bypass the performance drops significantly. If I leave the vacuum off of the fuel pressure regulator. The car performs as it should. So my question is, if I should leave the vacuum off and just plug the hose going to the manifold. Or could what I am doing be masking another problem and any advice on how to proceed from here would be greatly appreciated.
 
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