Diesels are shut down by having a small vacuum powered bellows pull the fuel rack (inside the injection pump) to its OFF position. The bellows a/k/a "shut down device" wear out after 15 +/- years or there's a vacuum leak elsewhere (door lock etc) that lowers the available vacuum to the shut down device.
These are not terrible complicated issues and can be a DIY project. A Mity-Vac (may be misspelled) helps diagnose and find leaks. I'd suspect the shut down device needs to be replaced. Pull the vacuum hose off the device (located at the aft end of the injection pump), if oil is present in the line the device is bad, no question.
Don't let this deter you from buying an otherwise good car. The throttle linkage has a STOP lever to push that will kill the engine until you get it fixed.