This sounds like normal behaviour (except for the aircon). The burning smell is very likely from the dpf regen cycle having been interrupted or just recently completed (burning ash from the DPF via high exhaust gas temps).
The thermostat temperature is also normal in the diesel versions, they're designed to run hot as the coolant valve doesn't open completely until you begin to approach redline temp (as soon as the valve opens you will notice temp gauge will go down again or at least normalise).
Again normal, you will notice large fluctuations in temperature depending on load in the Diesel, largely because the temp display is actually accurate as opposed to most other manufacturers where it doesnt actually move until you already overheating. Of course if the vehicle is under load than the engine temp is going to rise, its normal. You old codgers just aren't used to seeing a temp gauge that represents what is actually going on