Ditto check ECU fault log, sensors etc.
When turbos fail you tend to know about it – the turbo bearings went on my 406 HDi & it made a very loud screeching noise, major loss of power, dashboard full of warning lights etc. But exhaust smoke at full throttle away from roundabouts etc is common enough for TDs that have done a few miles, not something to worry too much about in itself.
Mentioning the fuel filter raises slight possibility of a blocked injector or similar?
That said my 406 (with replacement turbo) has always had a similar “flat spot” around 2000rpm if you lift off and then get back on the gas. Never worked out why but it’s been like that for years.