The Diesel Discussion Forum loves these problems. Probably get more response there.
1.) Get a new fuel cap gasket first and then you can go from there. Trace fuel lines to rubber connectors, fuel filler vent line, etc.
2.) Some smoke is usual, but probably not ideal, unless at full load. Italian tune-up, IP timing, check chain stretch, Diesel Purge injectors, etc.
3.) Oil pressure should be doing exactly what yours does.
Really like the looks of a 300CD. Congratulations on your new car!
The Golden Rule
1984 300SD (bought new, sold it in 1988, bought it back 13 yrs. later)