Only problem you have with a diesel is fuel getting to the pump. The only time in 25K plus miles of driving mine was that I did not fully understand how to keep it running when I picked it up in a neglected state in alabama. Once I Cleaned out the breathing tube for the tank, the filters and fixed the lift pump I never had problems again. I did have a radiator failure but thankfully that was close to home. I would regularly inspect the transmission line that runs through the radiator and the oil cooler lines. If those fail on a trip you are SOL. Obviously the brakes too. Keep those things in good condition and I would drive that car anywhere, anytime.

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My Daily : 96 E-300 Diesel with 195,000 miles
Retired: 92 300D 2.5 T 345K miles and for sale
Retired: 95 E320 157K miles and currently parked with blown engine

Both retired cars are for sale as is my w124 shop inventory