its most likely a turbo problem or in turbo connected area ..
if you rev the engine up using the throttle lever on the injector pump you should be able to hear the turbo whistle as you rev up over 2000rpm .
with engine switched OFF if you take the rubber hose off the intake side of turbo you can put finger inside hole and see if you can freely rotate the impeller , this will show you if its seized up ..
check the intercooler for blockage , try taking off the turbo side rubber hose at intercooler outlet and see if engine power returns , if it does then intercooler or intake pipe is blocked somewhere ..
there is fuel enrichment for assisting the turbo from the injector pump and i think a diaphragm in the top of injector pump that may fail .
i wonder if youre wastegate is working .
the fuel pump lift arm will be slack in certain places when the engine is stopped, if you rotated crank a bit it would come back up again as the "cam" comes back up .
normally when changing filters in diesel engines , you dont lose power as such afterwards , ie they either run or dont run and if they wont go you have to bleed the injectors and pump etc in order to get the air out of system ..
air leaks in fuel system usually just cause non running/ starting problems .
you might want to check the fuel filter out , to make sure it hasnt got debris in and that it may have collapsed internally and wont pass much fuel , but you say youve fitted a new one so this may not be a problem area , also check filter for any water content , just in case youve got water in the tank ...
is it very cold where you are at present, ie below freezing , and what fuel are you running , ie is it "heavy diesel " as opposed to being thin like paraffin .
when extremely cold and running what would have been summer grade diesel you could find engine wont rev up and you get white smoke out of exhaust , but easy remedy for this is to put a couple of gallons of paraffin/kerosene/28sec heating oil in the tank to thin fuel mix down .
diesel used to wax up a lot in days gone by but nowadays its usually good all year round, although very very cold spells might pose problems .
on diesel tanks that stand for sometime there is a virus that gets into the fuel and turns it jelly like in bottom of tank and blocks filters but i doubt this would affect you, marine engines and agricultural stuff it does though .