Hi diesel experts

.
I tried to educate myself on the topic.
But all this reading has actually confused me more than before.
My Audi takes forever (after two or three attempts of pre-heating) to start.
After 10 seconds or longer of idling, it starts, and then a large white cloud that smells like diesel comes out of the exhaust.
He shakes himself twice and everything is okay.
"While driving, he only experiences a problem in the fourth gear (automatic transmission). When pressing hard on the accelerator, the engine revs up, but the car doesn't accelerate. This doesn't happen when applying moderate pressure to the gas pedal; it only occurs under full load."
Perhaps someone can help me or just offer some advice. I would appreciate it. Thank you in advance to anyone who helps.
P.S.: Unfortunately, I haven't had the error codes read yet.