XM 2.1 TD continued: bleeding fuel fault

[Old-Guy]

My thoughts, for what they're worth:-
Clouds of white 'smoke' is unburnt diesel (do not breath in!).
XUD engines are indirect injection and when cold will only run cleanly if all 4 glow-plugs are working.
Clearly (gedit?) no air getting is in before the pump, but being a Bosch could well be the dreaded leak-off pipes (don't forget the blind end).
Running for a short while and then dieing suggests air leakage (as above) and/or possibly a blocked tank filter causing the fuel pump to create an abnormal negative pressure so air will bleed in on the return side (to which the leak-off pipes are connected).

I've been in a somewhat similar position: if not primed, lots of cranking before reluctantly stuttering into life (but once all 4 firing would then run OK and restart (reluctantly) - turned out to be air ingress from the banjo union at the pump (DO NOT over-tighten!), 1 dead glow-plug and 1 plug not heating at the tip. Fixing the banjo leak got it firing very quickly but only on 2½ cylinders, missing horribly; once it would rev. a bit, all 4 would chime in and then fairly quickly (except on really cold mornings) settle down to run OK. Meantime, very anti-social clouds of un-burnt diesel vapour drifting down the road.

In your place, I'd :-
Fit new leak-off pipes including the blind end - I've found that the top 25mm off the right-size old knitting needle is perfect for sealing the blind end.
Check for the slightest weep of fuel at the pump when pressurised by priming (diesel has hundreds of times the viscosity or air!).
Check the tank filter.
Check the glow-plugs and connections.
Only then would I start looking for more serious faults.

The simplest solution/answer is always the most likely.
"Occams razor"