Re: 156 2.4 jtd not running right.
Boost pipes, Follow the pipe from the airbox to turbo (the airmass is connected directly onto the airbox).
This pipe has been known to split and cause similar issues - but this is a vacuum pipe, it is easy to remove, just a circlip each end to refit, best to remove this and check for tears as they may be hidden from view.
From this the air goes into the turbo, you will see the pipe exit and shoot off to the intercooler which is located in the inner wing area passenger side, the air passes through the intercooler and exits from the top in the wing with the big black sleeved pipe that goes to the engine on the passenger side - these pipes are boost pipes.
Thinking about it, it could easily be that intake vacuum pipe that bends round from the intake to the turbo - air mass measures air coming from the box, but if the turbo is sucking air through a leak in this pipe then the car will get plenty of air but not enough fuel, therefore will suffer power loss with NO black smoke as it will be running more on the lean side.
The turbo pressure sensor is known as MAP (manifold absolute pressure) sensor, this will cause the engine management light to illuminate if this is not connected.
Below this is a vacuum diverter valve, the vacuum pump is on the passenger side of the engine, feeds the brake servo and diverter valve, this valve feed the 'overboost valve' (alfa term) VNT controller (my term). You will see this pull in the actuater/VNT controller within seconds of turning the engine on or releasing when turn engine off.
This also controls the butterfly in the inlet manifold which is linked to the egr valve.
It is unlikely that the vnt controller (located at front by rad) has gone down, but its only 41+vat from alfa.
Again, check these vac pipes also.
Right now I would start with that intake pipe from airbox to turbo.