if you were to take the piping of to the housing of the turbo you can see the blades, if theyre not chipped or broken then it should be ok, but i dont know if yours has the variable vane turbo or not.

Could there be paper filter in the intercooler blocking it up, air not being cooled then power being reduced because of the heat?

im not entirley sure on how the power is reduced on a tdci compared to a petrol engine turbo, but maybe worth a look.