A4 1.9tdi SE 2OOO yr engine AJM

Hi, just got the car. The engine is chipped to 155 bhp but the problem is when I start the car from cold it seems to only start on 3 cylinders & smokes, rev the engine & the problem clears, also its only doing 36.5 MPG. Sent the car to be checked out by fuel injector people who put it on a computer & fitted a non return valve & tested the glow plugs. They informed me they coulld not test the injectors. Has anyone got any suggestions please

P.S the car always starts first time on the key.

Regards Andy