As you know, there has been many posts on this subject and you have checked them in the right order. Normally its split vacuum pipes. But the charge pressure control valves do play up.
The TDi's from about 1998 are fitted with what I call Variable Vein Turbo's (maybe another name?)and again, these do play up. But make sure everything above is definitely ok before looking at replacing the turbo itself. It has been known that the new pressure sensor supplied is also faulty (don't rule it out!)
Normally the symptoms are as you describe, its ok from cold but once the boost has been used for a while, it loses power. Switch off and rest for a while, then its ok again until similar travel distance has been achieved, then the symptoms reoccur.