Lexus LX diesel engine stalls after fuel filter change

Sounds like a fuel issue, alright. What's the error code showing when the check engine light is on? And did you fully prime the fuel system after the fuel filter change? Any chance air got into the fuel rail?

I don't have an OBD reader, so I'm not sure about the error code. I thought I primed it properly, but maybe not. If air got into the fuel rail, would that cause the engine to stall and lose power? What's the best way to ensure it’s properly primed?

Air in the fuel system after a filter change can definitely cause those symptoms – stalling and reduced power. It could also damage the fuel pressure regulator. Given that it started right after the filter change, and you don't have the error code, I'd advise getting it checked by a workshop. It may save you from doing more damage.

Thanks for the advice. I took it to a workshop, and they confirmed the fuel pressure regulator was defective. They said there was an error entry after I changed the fuel filter. They replaced it for 45€, and now it runs perfectly. I learned a valuable lesson about priming the fuel system properly!