I'd 1st check the connections to the EGR valve, if either the vacuum pipe of electrical connection are damaged / corroded then the EGR can be on all time which certainly will hurt performance. Its also possible that its a fault with the EGR valve so its worth removing the valve and cleaning it out with brake cleaner, if it looks particularly clogged then replace it.
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.
Lastly it’s also worth considering fitting a new fuel filter as if only slightly blocked this can lower fuel supply pressure and choke the main pump, the pump will be more sensitive to this when its cold as diesel thickens considerably with low temperatures.
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
and also consider changing the fuel filter as if this partially blocked this too will reduce pressure.
do you still need help?
Bear in mind that the site takes a deposit from you at the beginning andthis is held by the site until you rate my answer at which point the cash issplit between the site and the expert. I am only paid for my work on thisquestion if you rate my answer, using the star system at the top of the screen. Please do not forget! Thank you