I have a 97 e300td over here in the UK and what you describe is perfectly normal.
I also had a Bmw 525tds and that was exactly the same.
I normally run 100% biodiesel all year round but there are rare occasions I have none available and use diesel and end up running a mix of the two or just neat diesel and the hue in following cars headlights is exactly the same as you describe at full pedal travel .
Nothing to worry about , and my mileage is also constantly between 28-30mpg average all year round.