Great updates, very nice work and looks almost ready to run!
If my memory is correct, the sway bar from a V6 700 series has a deeper drop section that may be a good solution to the interference with your oil pan. Although I imagine using the spacers to block it down is also fine. V6 700 series are unfortunately rare here in the US, underappreciated and limited sales, but I believe they were more common in Europe where people have a better taste for refined machinery

, so you may be able to find one of those V6 bars without too much trouble.
I probably would have used a compression fitting on the power steering connection, but if the weld holds up, nothing wrong with that method as far as I can see.
Great input from
@petiww and
@nordmaschine here on the oil cooler tstat and vacuum pump decisions. I personally prefer the original style mechanical vac pump as a simple solution but electric pumps definitely work well, especially if you ever start having problems with the mechanical setup. I would add a large vacuum reservoir if you go that route though, since most electric pumps cannot recover as fast as the mechanical unit can, and you don't want to run out of brake assist if you need to do two hard stops close together.
As for oil cooler, agree that control of oil temp is critical on this engine, especially since the piston cooling jets add an enormous amount of heat to the engine oil on the direct injected TDI engine (even more so than a gasser or prechamber diesel, thanks to the combustion bowl in the piston that adds heat-absorbing surface area). If the oil cooler is not working correctly, you'll have overheated oil AND overheated pistons. I have seen what happens when TDI pistons overheat and it's not pretty, cylinder scoring etc.
VW/Audi standard solution to this is an oil-to-coolant heat exchanger. Then you no longer need to care about the thermostat in the oil-to-air sandwich plate: the coolant temp, regulated by the coolant thermostat, does all the work for you. Also helps warm the engine oil up more quickly from cold, working in reverse. A better and more controllable system all around, and certainly the industry standard approach nowadays. Factory D24T uses the coolant-based exchanger, although the D24TIC does not, using Volvo redblock-style plate that you have now. Factory TDI engines to my knowledge all use the coolant-based exchanger. There are different sizes of the coolant-type sandwich plate, including larger-capacity ones on PD130 TDI and later TDI 4cyl engines. Personally I would probably go that route. It also reduces plumbing complexity, no external oil cooler hoses, and means you can have one less heat exchanger core up in the cooling stack. But the other choices mentioned above are all good solutions too.
My only other comment is to be a little careful about your placement of that temperature gauge probe in the outlet for the upper radiator hose. That will work as long as the thermostat is open, but may not read accurately if the tstat is closed OR if it's failed shut and risking engine overheat. It's probably close enough to the main cylinder head water passages that it will always give you some useful information. But personally I would be more confident in its readings if it had its probe located in a coolant passage that sees constant flow regardless of thermostat position, such as the heater circuit (provided you don't have a heater control valve), oil cooler circuit if you had one, etc. The late D24T engines had it located in the return from the cold start thermostat circuit. You could build a small diameter bypass from the upper radiator hose outlet to mimic that setup, even though your IP doesn't have that feature (and won't need it with direct injection).
Cheers!