For the OP; while the lower air pressure will have an impact on your performance (see below) I doubt that it would be extreme enough to cause the horrific problems you seem to be having. Less so for a turbo-charged engine than a normally aspirated one.
The usual cold start and pump timing problems have already been mentioned by jfarsang, JDM, et al - I have noticed threads on other sites that claim fuel additives in colder climes might be different to those here on the Wet Coast - might be another minor factor? I'm not from Calgary so I don't know for sure,,,
As to the operation of the systems on the Delica - here we go!:
The L400s have both an integrated wastegate on the turbo (in the exhaust stream) and a pressure-relief poppet valve on the rear of the intake manifold.
As the turbo spins up, there is a pressure line which runs from the compressed-air/output side of the turbo to a little diaphragm actuator. Once the pressure inside the diaphragm reaches approx. 11 psi (more on that later...), a spring inside the diaphragm compresses enough to move a rod running to a valve (the "wastegate") on the exhaust side of the turbo. Opening the wastegate dumps excess exhaust gasses straight into the exhaust pipe, bypassing the turbo impeller, and preventing it from spinning faster and generating still more boost pressure.
Adding washers on front of this actuator essentially increases the amount of distance the rod must travel before the wastegate opens. This translates into more spring compression inside the diaphragm, which means higher pressure before it opens the wastegate. This is apparently a common method for increasing boost pressure, although I am too chicken to try

.
The pressure-relief poppet valve on the intake manifold is a backup safety mechanism designed to open at a slightly higher pressure than the wastegate (around 13 psi) in the event that the wastegate malfunctions. Those crazy Aussies (and others

)who dial their boost up to ludicrous levels with the washer-method typically weld- or clamp-shut this poppet valve to permit the higher pressure. Mine was gummed up with crap and not sealing properly, limiting my boost but not causing me clouds of smoke since the pressure compensator on the fuel pump (also fed by a line from the output of the turbo) was getting an accurate reading of my (low) pressure and metering out the right amount of fuel. Loss of power, but no smoke.
As to the magical 11 psi number and the repercussions of altitude: (time for some hair-splitting!)
At 3500 feet (roughly Calgary's elevation) air pressure is normally 12.9 psi as opposed to the 14.7 psi we enjoy here in Vancouver. 1.8 fewer psi means roughly 12% less oxygen in the air at this altitude, so one can expect a comparable drop in performance at altitude for a normally-aspirated engine. If fuel delivery is based solely on engine speed, then you will be getting 12% too much fuel, running rich. How much smoke this will make on its own, I can't say.
The turbo wastegate is technically-speaking opening at 11 psig regardless of altitude, where the "g" is "Greater than ambient pressure". So our turbocharged engines will be fed in vancouver at 14.7+11 = 25.7psi, while in Calgary it will be 12.9+11 = 23.9 psi. Now the 1.8 psi drop in ambient atmospheric pressure becomes a 7% drop in O2 concentration at full turbo output, so less of an effect.
I believe that in the abscence of a fancy altitude-compensation mechanism you will always get less power in Calgary than Vancouver, but nothing too horrible. Granted, when the engine is starting, cold or hot, the turbo is not spooled up, so altitude would have more of an effect, but I can't envision great plumes of pollution unless there was something else wrong.
But as my sister likes to say - "But hey - what do I know"...
Now you two shake and make up
