You can have AWD or you can have 50 MPG. But you have to pick just one. From what I've read the 2.0L Diesel H4 that they use in Europe is pretty god awful, it lacks the low end grunt that you would expect a diesel to have. As others have said, importing it would be practically impossible as it doesn't meet U.S. emissions standards.
Realistically there's only a handful of AWD vehicles that can get close to 30 MPG or better. The hybrid Escape/Mariner is the only one I know of. The Suzuki SX4 is rated for about 24 MPG overall. If you can stomach the idea of getting only 24 MPG the RAV 4 is popular choice, the V6 gets about the same mileage as the 4 cylinder.
If I were living the mountains, though and needed a robust 4WD/AWD vehicle, I'd put the obsession with fuel economy on the back burner, and pick up a 1995 or 1996 full sized Ford Bronco, it may only get 11-15 MPG, but it'll get you and all your stuff through just about any weather or driving conditions, it's dirt cheap to repair, and they built like the proverbial brick outhouse, it's hard to break one.