What regular maintenece (sp?) has been done? Diesel purge? valve adjustment? Have you really looked at the turbo? Can you post pics of the impeller? Have you checked to make sure the turbo shaft does not have a lot of play? As others have said do simple things first and check everything...then come back and we will give you a worst case. Not trying to be difficult but throwing parts at these cars is a very very expensive idea. Burning smell...when did you pull the injector...i.e. how soon after you shut the car off...might just be residual combustion reaction.