i used to have a petrol rodeo 4wd that did the same thing with the fuel light coming on real early and i could go for ages on a supposedly empty tank, but when filling i would struggle to get 60-65 litres in a 78l tank.
if you do a search you will come across it mentioned a fair few times with problems in the guage or sender units. one solution that worked for me was to clean up the computer earths (with the battery disconnected) and it was fine after that.
once you know its easy to work with as you can really chew the juice when 4wding in a petrol rodeo - i hope the diesels better.
cheers ryan