Has anyone checked the glow plugs? Have you ever replaced them? Does the glow plug light work when you turn the key just to "on"?
Did this first occur when you were driving along and heard a loud "POP" and then the car died? If that's what happened, have someone pull the intake house off your turbo to see if it grenaded itself and is blowing off airflow to the engine.
I am assuming that you have only been running the VW-approved engine-oil in that TDI of yours. Using 'normal' engine-oil in a TDI can destroy the camshaft if you have the 'pumpe-duse' engine. Lets assume this is not the case.
Recall that a diesel-engine does not need very much to run.... just compression and fuel being injected. (and we can assume your engine has compression) Hence, it is VERY likely this is fuel-supply issue.
The turbocharger (compressed intake air) is not needed for the engine to run and drive.. Hence, this is unlikely the issue.
Since changing the fuel-filter is the only thing that has made any difference, it is most likely that this is a fuel-supply issue.
To isolate this further, there are several things that should be looked at:
Your main problem is mechanics who have no clue how to troubleshoot a diesel engine. They are just 'shotgunning' the problem by throwing parts at it and charging you for it.
My point about the turbo was that on occasion these can disintegrate on the TDI and then completely block the air intake, so in that rare case turbo failure can stop the car.
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