It actually sounds normal.
New turbo diesels are unlike petrol cars or old mechanical diesels. The ECU knows when there's a need for actual power, and when there's not. And in neutral, you don't really need it - so the ECU saves the turbo by not spooling it up as much and it won't deliver as much fuel.
In gear, and with the clutch in, you'll get more - because you might need to take off up a hill (and Nissan know what happens when you're at the traffic lights next to a Toymotor).
You could check the NPS, unplug it to make the car think it's never in neutral, but it's really a design feature of the car.
As for lag ... it's a D40. The Garrett 2056V does take a second to spool up. It's something I got used to. A smaller (lighter) turbo might spool faster but won't breathe enough at the top end. A larger turbo could provide more boost but will take longer to get up to pressure. Turbochargers are a tradeoff, but they're easier to manage than NOS and don't need anywhere near the bonnet opening of a blower.