2002 Renault Laguna preheating warning light/water in the diesel filter or electronic fault warning light constantly comes on when engine warms up to running temperature; loss of performance, low revs.

Recently purchased this vehicle. Dealer replaced the inter-cooler,turbo-charger pipes, and completed a full MOT/service on sale of vehicle. Have had the car for three weeks and Yesterday, the Preheating Warning/Electronic fault or water in diesel filter comes on when engine come up to normal running temperature and stays on constantly, stopping and turning off the engine for fifteen minutes buys me five minutes of the engine running normally, however, light comes on and engine loss of performance is significant and it seems the engine goes into 'Limp Mode'. Took car back to dealer and put on diagnostic machine was told that no fault codes came up. I've read that this is a common problem with the 1.9 DCi engine and that it could be a faulty EGR valve or FAP sensor?
Dealer is staring to get unhappy with my number of returns after the purchase of the car...as my warranty returns with the dealer has cost him all of his profit.