You did not say petrol/diesel...
The two things to look out for in the M59 (1.6HDi), I suppose this is what you mean by mk2, are the injector seals (
https://www.youtube.com/watch?v=kt6zJANLaYQ) and the valve stem seals. IMHO, the two most difficult things to repair. Debatable, but problems with the valve stem seals can perhaps be seen on a cold start with blue smoke, but really cold start, like the car has not been started for 2-3 days. Difficult to achieve when buying, I know.
These are my top things. Of course give it the beans and see if it smokes blue in the rear view mirror under load (turbo, etc.). The rest is a child's play to fix, even if you are not mechanically inclined. In any case, you would have to clean the EGR valve, no doubt about that, ha.
2L HDi, as far as I am aware (I have no experience with it), it is decent, better than the 1.6HDi, but yes it consumes a bit more diesel.
As Gryffindor said, there is no time to compile a list and how long is a piece of string...
Only my opinion, nothing can really go wrong in the 1.6 petrol version (I have both), but.... it drinks petrol as compared to the 1.6HDi and road tax is a bit steep as compared to the 1.6HDi, as road tax is based on CO2. The 1.4 petrol version, head gasket...