You need to free yourself from all these worries and let me have the car real cheap - JK
a) Look on ebay for manuals.
b) Can't tell you anything about the fan issue.
c) Oil pressure sounds fine. After the engine has been run hard and the car gets some miles on it do not be surprised to see the oil needle drop to about mid-gauge at idle.
d) Water temp sounds fine. Start trouble shooting if it goes above the 212dF/100dC mark. Make sure you change the coolant about every year or two. I use MB coolant but if you do a search on coolant you will see there are alot of differing opinions on this matter - just like oil. Make sure you use diesel rated oil - this is the most important thing when it comes to deciding which oil to use.
e) Little knob is idle adjustment. Open the hood and have someone move it while you are watching the throttle linkage. You will see how it works. It is usually used when first starting on a cold day. After the engine is hot usually not needed. Always leave it at the lower idle setting. Also, you will want to lube all the little ball and socket throttle joints every now and then. I use ATF to lube them but again, lots of different opinions.
f) Door locks work off of vacuum. Purchase a Mighty Vac from you local discount auto parts place and start unhooking and testing vacuum lines. Also, do a search on here. Pretty straightforward.
g) Can't say much about knocking without actually hearing it. You may want to purchase some Diesel Purge and run it through the system to clean out the fuel injectors OR pull the injectors and have an injection shop go through them.
h) ditto g above about the smoke.
i) I would suspect fuel issues with the hard hot starts. See g above.
You have a good car there - change the oil often and hot and it should provide you many miles/years of service.