Well of course its not gonna run when you unplug the injectors...I don't know the point of doing that but maybe you're thinking of the fact that the injectors fire in a different order on the later model years? Hence the swapping of the injector trigger wires on the ecu harness..

Anyway, look at the Check engine light with the factory 1998 ECU in place, key turned to on, motor off. It should be on if it's working correctly. Now turn it off and take out the ecu, swap in the 1995 EPROM and put the key to on with the motor off. If the ECU is powered up and working correctly, and the CEL wire is intact it should light up. If not it sounds like you have a dead ECU. I'm having the same issues with an Evo 8 ecu swap and after going over all the wiring I'm thinking its dead as well.

BTW if you need a working EPROM ECU I have one in my car running right now, I will trade + cash for the plastic 98 ecu... LMK.