Why my 99 gmc jimmy will crank all day long but wont start until I give it a jump

The security, antitheft or lock picture/icon is a visual indication that something in the car's antitheft system is failing. In most GM cars and trucks there is a hidden system that most people are unaware even exists. From the moment you put your key in the ignition, there begins a constant line of communication between your key's security chip or transponder, to the ignition's lock cylinder, and then to the car's TDM (Theft Deterrent Module). These 3 parts are in CONSTANT communication. If the key is in the ignition, then these parts are sending signals to each other. The security light illuminates when that signal gets broken, even just for a second. When the signal breaks, the car misinterprets this as an attempt at theft and goes into antitheft mode. The car thinks its being stolen or hot wired because it is not getting that signal from YOUR specific key. This is why the security light turns on and shuts down your vehicle. This link explains it pretty well. http://vatspasslockpasskeysecurityhelp.com/

Sounds like not enough voltage to run the ECM from your battery, (but enough to crank it over). With a jump, power is going directly to the terminals. Could be as simple as a film of corrosion on the battery post(s). Can test for that by cranking for 10 seconds, then feel both terminals. ANY heat means resistance (poor contact).
Pull both terminals, clean posts and terminals. Apply a bit of lithium or silicone grease and tighten, try a start.

Not munch left to do, ground wire ,coil, plug wire, fuel pump connection, all wire. That is a real problem

Wow, big problem. This may not help because you may have already checked it, but have you checked the ignition coil? If you have, then ignore this. Good luck.