nissan primera p12 2.2 dci 04 plate no turbo

could be egr, could be the actuator or the solenoid to it. You should be ok driving it providing you have no oil leaking into the turbo.

Have a person drive after you while you accelerate. What color does the exhaust have? (grey/black/blue/...)

Check if the turbo boost solenoid valve rod operates correctly. Look at it while engine starts. Within a couple seconds after engine start it should move from relaxed position (min) to max. Watch it while the engine is reved when engine is unloaded. It should move from max towards min when rpm gets above 3000-3500, and back to max when rpm gets below 2500-3000. When engine is switched off, the rod should move to relaxed position (min).
If it doesn't move at all, try to move it by hand. It should move freely, but a spring pulls it towards min. You could tie it to max with a rope and go for a test drive. If car feels more powerfull, you have the problem located. (Make sure you don't go above 3500 on the test drive, or you will blow your engine!)
Failure on this test may be mechanical fault in valve/solenoid or turbo. Or vacuum leak, or electrical fault controlling the vacuum for the solenoid. Or it could be the maf or turbo boost sensors read wrong values and need a cleanup/replacement.
Get a ECU readout of intake pressure and boost pressure while driving. That could give you a clue.

Does disconnecting MAF cable and/or EGR cable make any difference to the power?
You should clean the egr hole with carburetor cleaner. There is a spring loaded valve in there. It should move freely. If it's not clean the valve doesn't close fully, which will cause loss of power. I use to spray carb.cleaner in there while moving the valve by hand until I feel it operates smoothly.
And you should drive with the egr cable disconnected while debugging this. The 1.9 dci does not go into limp mode when egr cable is disconnected. I assume that's also true for the 2.2.

Keep in mind that there is a pipe to the intake tube that sucks steam of oil from the sump towards the turbo turbine. Oil on the intake side of the turbo is not necessarily a defect turbo. I think that if the turbo bearings seals are leaking, your exhaust would be more blueish. Also, if the bearings are bad, you should be able to wiggle the turbine axle with your fingers after removing the intake tube.

Grey smoke indicates too much diesel / not enough air. Does it smoke all the time, or just when you accelerate/go uphill?

You should check the  boost control solenoid rod. It's only requires a second person to start, rev and stop the engine while you watch the rod. (idle = rod up, rev>3500rpm = rod down, idle = rod up, engine off = rod down.)
If the rod doesn't move, try to move it by hand. If you can move it by hand, remove the vacuum hose from the solenoid. While engine is idling, put you finger on the hose - it should suck to your finger. If it does; put the hose on the solenoid while engine is idling and you should see the rod be pulled up.
If it doesn't suck, follow the vacuum line to figure where the it's leaking/blocked.

If the rod operates as it should, I suspect MAF or boost sensor. My latest issue was a boost sensor giving too high values, causing ecu to inject too much diesel. I found it by monitoring turbo pressure via ODB2 while driving. A correct sensor should read about 0.0015x [rpm<3000] when doing max acceleration in 4th gear. (that is 3bar@2000rpm, 4.5bar@3000rpm). Too high readings indicates faulty sensor. Too low readings (combined with grey smoke) indicates pressure not building up. (faulty turbo/turbo control/egr/maf/ecu/exhaust leak/air intake leak or clugged)

If you change the turbo, please take pictures and post a howto. One of my P12's is also up for a turbo replacement (vanes are stuck). I've had the new turbo laying around for almost a year because the guy who were supposed to do the job got sick, and I don't feel competent to do it myself.

If the rod doesn't move, you have to figure out why. As you say you feel the vacuum when hose is disconnected, your electronics and vacuum line should be ok. So the problem is mechanical. If you can move the rod by hand, the problem is probably a vacuum leak inside the solenoid.

To check that this really is the case, tie the rod as high up as you can. (Some plastic strips might be up for the task.) Then go for a test ride. Now you should have the power of the turbo. Make sure you don't rev the engine above 3000 rpm with the rod tied up. The turbo has no way of releasing pressure while it's tied up, and pressure WILL get high enough to blow parts of your engine somewhere in the range of 3200-4000.

If your engine does not get the sound and feel of a working turbo with the rod tied in max-charge position, I'd look at other issues before messing with the turbo/solenoid. If you can't fix the other issues, messing with the turbo is not worth your effort.
No smoke indicates that the ECU is aware of the available air (from a relaxed turbo) and reduces the fuel pressure accordingly. If that's not the case, your second issue would be that the engine for some reason is unable to build up the required pressure. Is fuel pump ok? Or any leak on the fuel line?

Too me it looks like the solenoid can be separated from the turbo. However, it's hard to access the nuts and bolts you need to undo (I've only looked at the 1,9dci turbo original spare part), and I've heard that replacing the solenoid requires a complicated calibration. If you do try to do a swap, make sure you make note of the minimum and maximum positions of the arm that the rod connects to at the turbo side. The arm should be able to move about 90 degrees if not blocked.

I've swapped maf and boost sensor between my p12's frequently. ECU seems to require about 3-5km of driving to adapt from a defect part to a working part.

I've never been able to tell if my turbo has kicked in while engine is unloaded. It's not much effort required to tie it up and go for a test drive. My way is to hold a strip parallel to the rod while tightening another strip around both, just under the calibration nut. Then I create a loose loop of the one that was parallel to the rod. Then I repeat the process with one strip parallel to the rod, on opposite side of the first one, and the tight one just under the first tight. Then I have two "handles" on the rod, opposite of each other. Then I make a loop of a strip on top of the solenoid. loop diameter about half of the solenoid top diameter. Finally I use one strip from each of the rod handles up the to loop on top of the solenoid. Then it's just a matter of tighten the two last strips to adjust the height of the rod.

Just to make sure you understand what I mean with strips. Here is the picture of one:
http://www.cykelpartner.dk/strips-wurth-2-5mm-x-100mm-100-stk-tpd-sort_0502111.html