[Engine] Rough Idle until warm

[lewispack]

Afternoon Ladies and Gents, 1st post so be gentle!

I have recently bought a 2005 1.9D, Clean van, years MOT and only 70k on clock. Only issue I have is the following;

Starts from cold first time however it is a bit laboured, a bit of grey/white smoke and almost sounds like its running on 3 cylinders, however as the engine warms up, or throttle applied, it runs smoother. Once engine is warm it runs and drives well but lacks a bit of power. I've noticed that there is a "back pressure" type sound from the air filter, and when accelerating a sort of "throaty" sound from engine bay, not too dissimilar to an exhaust blowing however I've checked exhaust and no issues. 

I've changed the fuel and air filters, removed and cleaned EGR valve which was clogged. I've also removed the vacuum pipe from EGR but made no difference. I think I may have exhausted my mechanical skills so it will be going into the garage but hoping someone may have some advice.

[Islander71]

Sounds like one of the glow plugs might not be working for the rough start.
Mine also sounds a bit agricultural under power - perhaps thats normal for this - I also checked the exhaust for leaks. Think lack of power goes with this 1.9d engine! Its only 70hp....the same as my 650cc motorbike.

[Zion]

There's a cold-start wax-stat device connected to the throttle cable on the pump, this is a known failure point. It pulls the throttle to the advance position on the pump when cold and relaxes when warm.

[smutts]

If you do get another waxstat, use electric heat shrink tubing to waterproof the bowden cable outer.
Then it doesn't seize solid with rust in a couple of years.
Also, look on Ebay for oddities like Austin Metro diesel, (pug engine), the waxstat was priced for peanuts.