Problems with oil furnace
There are many reasons an oil furnace will trip out. The control box is looking at Flame, draft, fuel supply, water levels in a FHW system, heat exchanger (water) temps, fan function (FHA)  fyreye, etc. A problem with a circulator pump will cause an water high temp shutdown for example.  A one hour service call from a licensed tech probably would have cost less than replacing a bunch of parts that are not the problem.  My advice is always to consult a pro unless one is equipped with the knowledge and tools to do the job.