My own Tiguan has had a horrible sooty smell for weeks, I first put it down to the fact that I had a new egr valve and cooler fitted. Yesterday I had to run on some work errands whilst stuck in traffic I noticed grey smoke but not dark emitting from the bonnet as well as a sort of sulphur Odour. When I pulled and checked to see where the smoke was coming from I found it was from one of the turbo hoses it wasn't clipped in properly due to the large charge air intake hose being incorrectly fitted as it seams there is no slack in the pipe if its not correctly lined it will case the snap on joint of the smaller hose to part.
Has anyone else had any issues or Smell exhaust gases as today I replaced the pollen filter it was black due to the exhaust particles. This was the white filter not the carbon impregnated one.

vw engine 2.0.jpg
not a picture of my tiguan just for reference.