1999 e300td

I bought this MBZ 14 months ago & love it. But it has always gotten horrid gas mileage (15MPG) and it should get better. Dealer said couldn’t find anything wrong. I took it to a new shop & had the brakes done & new battery. Since then car smoked & rattled on start, OK when warmed up but after about 25 miles of fwy driving BAS light came on when making a right handed turn or on-ramp curve. Took it back to shop & he checked out and replaced all the fuel lines, hoses & filters ($1800) which he said were leaking causing the bad MPG. Also the fuel actuator was changed & the oil. Still smoking on start and rumbles like a truck and the BAS still comes on. Any ideas?