OBD isn't going to give you an accurate gauge of power figures. From my understanding, they try to take them from working out the weight of the car, 0-60 times etc and make an estimate. Only true way to know the power figure is to put it on a dyno I believe.
From your economy I'd say your car is running well, I get similar in mine with a mix of hwy/traffic/local driving.
The lag on takeoff is normal with these cars. If you do some googling, you'll see it's common - the dsg takes a second to get up and go. You'll learn to drive with it, I noticed it at first but after a month it's fine and I can drive like everyone else. You'll learn to anticipate and once you let your foot of the brake it'll start to engage and you'll get good go out of it.
The bogging down you mention, does it actually feel like it's bogging down, or just sound like it? When I put the boot in in mine, the engine sound changes and sounds a bit lower pitched. One could seem that this is bogging down, but in turbo diesels when the turbo spools up it combats the sound of the motor/exhaust noise.
Can't help with the knocking, could be a bush somewhere, could be anything really.
As for the starting, are you waiting for the glow plug light to go out?
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