Hi Edtronic, welcome to the forum, the truth is that what you tell me seems a bit fucking.
But I can't take the truth to tell you if this happens or that if I don't see it personally. In the first place, white-blue smoke is due to the pulverized diesel without burn (vapors) that comes out of the escape.
This may be due to many things, for example:
1st Delay of the 2nd Injection Pump
Motor Compression
of the 3rd failure of one or more injectors, put the diesel but do not spray it correctly. (In this case I would throw white smoke sometimes and black other)
the issue that it was fine and suddenly began to fail, especially when the turbo does not blow well (release and step on the accelerator again) makes me think that there can be segments and that the engine is low compression.
On the other hand, what you tell me that it is difficult for him to start cold being a TDI, he agrees that you have the fucking segments.
In any case, the first thing is to verify engine compression with the compressimeter, then, if it is low, open and see what it has petized, they can be valve seats, segments, wear ...
and if it were not low compression, other possible causes, out -of -point distribution, injection pump, injection pump, (in a great way everything I have written above) would have to be looked like.
Greetings and I hope the matter is not very serious.