Lack of power when engine cold

TDi 1.9 Avant 2002 AWX 8E
my engine dies but dosnt completely cut out when I accelerate fully when the engine is cold, it kicks out lots of smoke and seems like its only running on 2 cylinders (really lumpy and difficult to rev up) this only lasts for about 10 seconds then it goes ok until I accelerate again and the problem starts again, its dangerous when pulling out of junctions etc, its fine once the engine is warm.

There isnt any fault codes with VAG-COM, im a car mechanic myself so was just wondering if you have come across this problem before? So I dont have to keep changing parts to find the problem.

Thanks for your time