Ford Focus estate 2.0 TDCI 2005 - Missing & SAmoking - paul49er

Car missing and smoking when cold, fine when hot.

Ford Focus estate 2.0 TDCI 2005 - Missing & SAmoking - ED731PDH

Engine coolant temp sensor?

Ford Focus estate 2.0 TDCI 2005 - Missing & SAmoking - MikeTorque

What colour is the smoke when starting from cold ?

If it's white or bluey white and the engine splutters for a minute or so and then settles suspect the EGR valve.

Take the car to a Ford garage and ask them to run live diagnostics on the engine, they should find something.