Diesels aren't the quietest of engines, and high-pressure fuel systems require a fair bit of energy to open the injectors, making more noise.
The injectors will be quite noisy on a cold start but should quieten after a minute or so. Some people (myself included) have noticed that adding a decent 2-stroke oil (300ml to a tankful of Castrol Activ 2T) does quieten the injectors on a cold start.
As for knocking, I'm not sure that's right and it's something you might want to get a second opinion on, or jump into another D22 of a similar vintage and see how it sounds - exclude Scotty's LS1-powered brute as a comparison, although if you can get a ride in that beast, do it and savour every moment!
With only 2500km on the clock it should still be running in - diesels take a while, but then they also last a while longer than petrols.
Thankfully it's all under warranty still. I'd hold off on any additives in the fuel until you've had the noises checked and any warranty work done. If you put it in for warranty work, there's a chance Nissan will take a fuel sample and while most additives will chemically combine with the diesel (rather then emulsify), the altered properties of the fuel will still tell the story.
Just make sure you're not pumping bio into it. Nissan don't like bio and are warning everyone away from it, or they were last time I had a discussion with them (not all that long ago).
