How did you notice the leak, drips on the driveway? From the pictures it doesnt look too horrific.
I've only recently joined the Alfa fold, but from my experience of VAG diesels, because the crank and camcase breathers feed back into the induction side (this is almost certainly the same on Alfas) you do get an oily residue in insides of the pipework which isn't a problem. This (somehow) always seems to weep through the joints but isnt a problem.
I've just popped out and had a look at mine to try and identify what you suspect might be an oil cooler, without getting the under-tray off mine I cant say at the moment, but it could well be an oil cooler or an air-conditioning rad (but the pipework is usual if thats the case). The latter wouldnt explain the apparent oil leak though.
In either case the leak doesnt look sufficient to give a problem, and as long as your oil level on the dipstick is good I doubt it warrants not using the car.
I'll whip the engine tray off mine tomorrow and have a poke around, I've been meaning to for a while anyway and will let you know if I find anything relevant.
Hope that helps