CDI has a turbo, but it just uses a common rail electrically-triggered injection system, not unlike a modern gas engine. Older turbodiesels used a centrally located mechanical pump.
That is basically true. With the 606 engine, when it was turbocharged it was also intercooled. This is now also the standard configuration for the CDI series of Diesels.
The direct injection system is a significant advance over the previous technology, as MB and VW have implemented it. Older Diesels injected the fuel through what is commonly called a relief valve, into a prechamber, above the piston, in the cylinder head. The prechamber included a few bizarre solutions to noise and rate of combustion challenges. It is also where the glow plug heating element is located.
The 606 engine has a more sophisticated injector that, as it opens, gives a little presquirt of Diesel, stops, and then lets loose the rest of the wad in a single shot. The idea was the presquirt lit up quickly (lots of oxygen, heat and little fuel) and the main wad shot goes directly into the flame front from the first shot. Much better combustion, lower noise and less soot. More NOx at off throttle. Greater efficiency though.
The new injectors are truly controllable fuel injectors - little electronic actuators buzz the injector for up to 5 or 7 separate injection events per combustion stroke. Much cleaner burning. Much lower noise. Better mileage.
The emissions standards are tighter though and the higher efficiency produced more NOx. To address that they added a LOT of exhaust gas recirculation at low throttle positions. Less O2 available to make NOx. So, the idea is to try to achieve the gas engine's stoichiometric fuel and oxygen mixture, while still filling the combustion chamber with compressible gasses so you can do the Diesel ignition thing. This only works to a point. Diesels are normally very lean burning, and when they don't blow any smoke they are very lean burning. Lean means NOx. So they added catalysts. And particulate traps again, and the Bluetech urea injection to maintain the catalysts.
At present a "CDI" and "Bluetech" means you have the new common rail (fuel header maintained at ~1800 or more psi) fuel distribution to those highly controllable injectors that inject directly into the combustion chamber above the piston, and the engine is fed air through a turbocharger at elevated pressure, after it has passed through an air to air heat exchanger called an intercooler, that is mixed with recirculated exhaust just before the intake manifold, which is tapped off the exhaust header before the exhaust passes through the emissions cleaning catalysts and particulate filters.
The 1980's vintage turbocharged Diesels were much simpler and did not have intercoolers. As far as I know the intercoolers were introduced on the 606 engines. (the 1998 and 1999 E300D TurboDiesels in the US in the W210 chassis).
Hope all this helps.