Burning oil and coolant.. Out the exhaust or around the manifold?
Like said, if it's out the exhaust the it could be a seal on the turbo. From experience, white smoke out the exhaust is compressor side oil leak and black/blue smoke is from the turbine. Coolant can only really leak into the engine from a HG issue. If the joints on the turbo are leaking try tightening them 1/4 turn.
If there's smoke coming from around the turbo / manifold it could just be sweat, crap, oil or coolant that's got onto the housings. Even handling the turbo to fit it gets oil from your hands on it that can caue it to smoke on startup. Run it for 10 minutes and if it's still smoking then I'd just you have a leak.( I don't mean go for a pee either :'0 )