I'd agree a faulty EGR is a strong possibility and be honest what I'd try is to fit a blanking plate between the EGR valve and the inlet manifold but leave the valve all connected
the plate just needs to be a 1 to 2mm plate that can be clamped between valve manifold
check the small vacuum lines to the turbo and its connected control solenoid on the bulkhead, any cracks or leaks can give turbo issues and its best to have the boost pressure measured actually measured with a boost gauge to check that the turbo is healthy and that the sensor is reading correctly
If its a variable vane turbo (they’ll be an actuator on the turbo body - but not a wastegate) then check its vacuum pipework as above and check the connections to the diaphragm / solenoid valve
Also worth checking that the glow-plug relay is switching off as they can stick on and leave the glow plugs also on - on some cars this can force it into limp home
Also worth considering adding a bottle of injector cleaner into the tank as a clogged injector nozzle will reduce power and give poor combustion - the next stage on from this is to remove all the injectors and have them ultrasonically cleaned and flow checked
Also check all the high pressure hoses post turbo/s for any split hoses or cracked metal pipes, also check the ends of the intercooler as its not unheard of to pop the end caps off under high boost.