This could be down to many things & a diagnostic check for fault codes should be the first step but here are some common issues that you can check:
Check the intake hoses from the turbo to the intercooler & the intercooler to the intake manifold - these are prone to splitting & only open up when under boost pressure from the turbo, so check carefully!
Also check the intercooler itself for signs of leakage.
Check the intake manifold - there are inlet ports that can leak, these can be difficult to see as they are located on the underside of the manifold close to the engine block. Large oil leaks from under the manifold are a sign that this is leaking.
The catalytic converters are prone to blocking & can sound like an air leak at times due to the pressure build up in the system from the turbo - inspect around the cat joints for signs of soot being forced out, another tell tale sign of this problem.
EGR can cause problems also if blocked so a check of the EGR system is advisable.
Sensor readings should be checked on a diagnostic tool such as Mercedes STAR diagnosis - the MAF (air mass) sensor can be a particular problem.
All of the above can cause the engine to go into limp mode which shuts the turbo down - the turbo itself can also cause problems but all of the above should be eliminated first.
Best regards, Paul