At this point it becomes important to know exactly which engine you have, and also how many miles it's done.
The 2002 car could have AGR or ALH.
AGR has a wastegate turbo, like my old
Ibiza TDI 90, and in this case I'd look to the EGR valve sticking open - I encountered this
problem.
All TDI engines as delivered have a built-in shortcoming which results in the inlet becoming gradually choked with spongy crud. The crankcase breather puts oily vapour into the inlet and the EGR valve allows hot sooty exhaust into the inlet - so downstream of the EGR you get a buildup of partly burned oil+soot. Eventually (this is why I asked how many miles it had done) the sludge builds up so much that the EGR valve starts to stick.
EGR is supposed to open at part throttle and close again as you approach full throttle. When it sticks, the exhaust pressure leaking through eventually overpressures the inlet, causing the engine to drop into limp mode.
The cure is to take off the EGR and inlet manifold and clean them out.
The ALH engine, though, is a software-limited version of the TDI 110 engine (ASV, AHF etc) which has a variable-geometry turbo and no wastegate. In these engines the most likely failure is the variable-geometry vanes in the exhaust turbine sooting up and becoming sticky. This is more likely if the car is mainly used for town driving as the turbo doesn't get hot enough to burn off the soot and it accumulates. ALH is vulnerable to the EGR
problem too, but the manifold geometry is different and that may be enough to reduce its severity.
