Which side of the motor? The oil cooler mounts into a coolant passage on the left side of the engine. The heater hoses are obviously on the right side. My first bet would be to check the small hose between the turbo and the upper (pipe section) radiator hose.
Also look along the edge where the block meets the heads. You will see some staining if the gaskets only leak while under power as it burns it off before it has time to drip and that may be what you smelling.
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