Snot fair

As mentioned in previous thread, I swapped exhausts to get rid of downward pointing tailpipe issues. Re-fitted old but good nick one that I had on the van before acquiring a like new genuine VAG one.
Realised when putting it on that it was a straight through zorst.
Result (good) loads more power, loads revvier, nice more enginey noise from the back.
Result ( baaad) Smoke. smoke when it starts(sometimes) Smoke when you push it when going up steep hills. Smoke standing at traffic lights. Just loads of f**king smoke!!!
Then it stops. Try really hard to make it smoke. Nothing!!
Oh yeah, and for the first time in 18 months of driving it, it stalls, dead stop, no apparent reason. It'll go for days without doing it, then bang, stop. Starts again immediately.
Its been suggested that the lack of back pressure is causing oil loss through the turbo. Sounds plausible, but why so unpredictably.
I want my new fast van, but without embarrassing  amounts of smoke.
Any Ideas??????

Hi John, its about 6000 miles old. I think I put a new one on when I installed the filter housing properly(as opposed to dangling off cable ties). Only stalls occasionally at the mo, but a filter change  wouldn't hurt.  I'll put the other back-box back on if it continues. See if it sorts it.
I'd rather get a handle on why its doing it though.
Surely other TD owners run straight through systems without this problem.
I hate smoky disiesals, and it gives older vehicles a bad name.
There was a low mileage AAZ in the ad mag at the weekend, but I passed on it cus the 1.6 was was flying.

Hows the Shitestar Rocket project coming on? Not seen you round our way recently.

Right, no ideas so far?

New symptom!
Feels like a sticky throttle. Revs are slow to die down.
Could indeed be a sticky cable, but it was replaced recently.
Smoke is white.