This could be a lack of fuel pressure from the electrical pump at the tank.
If the connections to this are corroded or damaged then the pump could stop at any time or could not be running at full speed. Check that its relay switches in and out and the relay contacts are clean and bright – replace the relay if in any doubt and do the same for the fuse,
Ideally measure the pressure at the inlet to the main engine fuel pump and if this is low check the pump as described and also consider changing the fuel filter as if this partially blocked this too will reduce pressure.
If both of these are OK then also 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.
If this is OK then 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