One never knows what all was done to a used car.
Black smoke is a sign of unburned fuel - too much fuel for the available air. As some moron has already messed about nothing can be taken for granted and all possibilities need to be checked.
These engines have a poor oil recovery system for the crankcase fumes and the engine's paper air filter gets soaked with oil and can't let the air pass through to the engine - as the engine gasps for air smoke is the result. If this is the case install the newer one piece crankcase vent hose that's formed for this purpose. If that's already installed then the next step is inside the valve cover which we'll get to later.
The plastic line from the intake manifold is in fact a pressure line that transmits the turbo's boost pressure to the injection pump. The disconnected switchover valve is a safety valve to prevent a run away engine condition in the unlikely case of too much turbo boost (boost is limited by the wastegate, a 10 psi pressure relief valve). From the switchover valve the line runs to the ALDA which adds fuel to the engine as the boost increases. But go back to the point of connection at the intake manifold, this is called the "banjo fitting" and gets clogged with soot and oil, so remove the hollow bolt and clean it and the fitting with some wire so the boost pressure can be passed to the ALDA.
The ALDA is what idiots always mess up in their attempts to make these relatively small diesels perform like Corvette V-8s. The ALDA has an adjustment (bench set at the factory) to balance the need for acceleration vs. minimum smoke. Inside the ALDA are some sealed brass bellows that contract ever so slightly as boost increases. This slight contraction is transmitted via some levers to the fuel rack to add fuel to the engine, for fuel, not air, makes the power.
If the air filter was found to be OK then you need to back off the ALDA adjustment to cut the smoke. The adjustment is at the top center of the circle of the ALDA the device on the aft end of the injection pump to which the boost line is attached. The adjustment to reduce fuel is to turn the screw IN. Be very conservative and make only small adjustments of say 1/4 turn, then drive it, adjust it, drive it. The smoke will be reduced as you progress. But you should know at the outset that someone may have broken the brass bellows and no amount of adjusting will fix that, only new Aneroid capsules from Bosch.
The other possibilities: Needs a valve adjustment so badly that it has poor compression and makes smoke. The valves should be adjusted after
15K to 20K miles. Throttle linkage needs to be adjusted so throttle opens faster when accelerator is pressed. Four speed transmission is not starting out (from dead stop) in first and
/ or up shifting too soon. Adjust transmission / throttle position cable.
If you do a valve adjustment (I can send you some instructions) the crankcase vent baffle in the inside top of the valve cover should be checked to ensure it's relatively clear to allow fumes to pass. The valve timing and condition of the timing chain can also be checked then.
So those are the possibilities. e-mail me if you have questions Tom