Stay away from synthetics on this car (Please don't let this start a dino versus syn debate - there are already enough of them). Go with a good quality diesel rated oil like Delo 400.
Check your coolant to water ratio. I have found 40% coolant, 60% water works pretty well along with a little water wetter. Make sure all the cooling components are working good. When was the last time the cooling system was flushed? I would be surprised if your oil cooler thermostat ever opens sending oil through that cooler.

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Jim