Paul, as Martin suggests I would check for leaks on the exhaust manifolds up to the divider under the turbo and the base of the turbo. A leak down stream of the turbo pre silencer isn't going to hurt performance. Pre-turbo it will upset the fueling with the change in back-pressure. If it sounds that loud you will be able to feel it blowing at idle, but start with a cold system and do it quickly - run your hands close up round the manifolds each side, you will feel a leak. If the joints in the tubes have been disturbed for any reason, it can be a pain to get them to seat and seal. If the turbo internal wastegate isn't closing with the actuator, it will usually clatter as it bangs around if the actuator rod has fallen off, or if staying open for some reason through mal-adjustment (very unlikely, further it won't make the thing sound like a tractor), then it will be very sluggish getting up to power, but will eventually get there, and then will take off if the wastegate isn't opening up further under some degree of control as she will then over-boost. Sounds like your having fun though!
Happy hunting