Welcome to the forum.
Next target is the vac hoses themselves. The last time I changed them, I bought 3mm inside-diameter hose from Supercheap auto (3 metres required, cost me $15 all up). I went back to get some more and they only have 2.5mm ID hose, so I haven't done anything yet ... I'll probably ask my local mechanic to see if he's got any around the place.
A vacuum leak will cause the turbo to not respond as well (if at all), so the engine won't be getting enough air, which means it won't have enough air to burn the fuel completely = black smoke and loss of power.
Of course, it could be a failing turbo, but let's not replace the $1500 item when it might just be a $15 item!
There are two other "leak" possibilities that could do this. A boost leak - between the turbo and the intake manifold - means you're losing some of that pressurised air and causing the same result as above. You should be able to hear this though, but it will also be visible as a black oily emission around the leak. It might also be an exhaust leak - usually very loud, and with black sooty emissions around it. Check the EGR pipe, particularly the concertina area which is fragile. On mine, the gasket between the exhaust manifold and turbo let go, causing a screeching sound whenever the pressure got high enough.
Poor injection quality might also do it (tried injector cleaner?) but you don't hear of this a lot.