I think it's normal for the PD150 to whistle pretty loudly. Mine always has but when it was put on the dyno pre-remapping it made the specified 150hp and 240lb ft of torque.
Having said that, the numerous joints in the pressure pipework between turbo and inlet manifold are known to wear, as the hoses have metal ends which are a push fit into the mating hose, and the joints are held together with spring clips which push against two small protrusions on the ends of the hoses to keep the joints together. The protrusions wear leading to separation of the joints.
Check all the pipe joints for evidence of leaking (e.g: oil spatter / spray onto adjacent components) and to check they are not coming apart (there should not be any significant gaps between the mating ends of the hoses). Also you could separate the joints (pull up on the metal pring clips and pull the hoses apart) and check the O-ring rubber seals for wear. Original seals were black rubber and of round section (i.e: like an O-ring) but the seal design was revised and the later seals are green and have a squarer profile.
Or just short-cut all this by finding a garage that can perform a smoke test to check for actual leaks.
I was disappointed by the performance of my car as standard (was slower than my previous remapped Focus 1.8TDCi, despite supposedly having more power) and so had it remapped. The ARL engine seems to produce power at higher revs than some other diesels so if you were short-shifting you might not be getting the best from it.