Since you're desperate I'll venture a hypothetical - and that's all it
is for the USA doesn't get these engines.

Modern diesels are using many of the devices found on gas engines - mass
air sensor, crank position sensor etc. for control inputs. One of them
has become intermittent.

The shop finds no repair codes?

Is the engine's operating temperature in the "normal" range or low?

Poor power and excessive fuel use suggests very much retarded ignition
(injection timing here). (Crank position sensor fault.)

Or it might be that the computer senses a "cold" engine and so runs it
in a "warm-up" mode (if that's what it's supposed to do, I don't know).

If this engine has an intake air flap to control the air volume like a
gas engine that could be restricted, choking the motor - ah more
speculation, its just endless!

I'd better stop or you'll be even more desperate!

Mine is the same. I have allways put it down the ECU being in the
warm-up cycle. Anyway 2500rpm in 5th on this model is above legal limit
in UK. Once warm performance is more than adequate (goes like a 'a bat
out of hell'). What do you call heavy on fuel ? I get 37.5 mpg around
town 45 mpg on a long run. Mine is an Estate so a bit heavier than the
sedan or saloon model.