A pod really isn't going to fix the problem unless the current air filter is in really bad shape. K&N pod filters are allways a safe bet
Now... I'm going to try and give you a basic idea of what to look for with these problems, keep in mind I'm definately not a machanic!
Gaskets:With the gasket leaks it's normally quite obvious if you've had the car for a while as there is a noticable difference in exhaust noise, however since you just got the car this doesn't apply. Best way I can think of checking is to have the car running and use your hand to feel around the head->manifold and manifold->turbo joins, if the gaskets are leaking you'll be able to feel the exhaust gasses. Obviously to fix this replace the offending gaskets
Wastegate:Wastegate is a bit tougher to check.... infact thinking about it I can't think of a way to check it properly in-car. What might be happening is that the spring in the actuator may be getting on and not holding the wastegate flap fully shut (the exhaust gasses are blowing it open under load). Normally the gate would remain shut until full boost is reached then open to allow gasses to bypass the exhaust turbine and sustain the desired boost level. If the flap isn't fully shut then gasses are bypassing it prematurely and increasing the time it takes top spin up to full boost. Anyway, point is since this only really happens under load it's a tough thing to test. I'm sure with the actuator out of the car you could measure the preload on it and see if it's within spec. If it is faulty it can be fixed by replacing with a new item or adding a spring to help hold the gate shut.
Vacuum and Intake leaks:In your case I don't think these are likey culprits as they normally also come with backfiring, poor idle and exhaust smoke - so unless you're also experiencing these I would strike them off the list of possibilities.
Poor exhaust flow:With turbo cars they love free flowing exhausts! If you still have the stock system I'd look at getting it replaced anyway. The most common problem with the exhaust from what I understand is a collapsed cat converter, when the exhaust gasses have nowhere to go then backpressure builds up and slows the rate as which the turbo spins upto speed. Best way to check this is to unbolt the cat and hold it up to the sky - you should be able to see through the honeycomb type mesh that's inside. If not look at getting a replacement, or if you don't mind polluting the enviroment and risking an apparant $10,000 dollar fine from the EPA just take a hammer and bash out the insides
Knock Sensor:Now, the knock sensor is located on the firewall side of the engine underneath the intake manifold. It's job is to listen for any knocking (aka pre-detonation) which can be caused by excessive heat, poor fuel or a combination of a lot of other things. When it detects knock it retards the timing something cronic to save the pistons/engine. When the happens the car becomes extremely sluggish. Of course every now and then the sensor becomes faulty and reports false knocks. To check if this is happening the easiest thing to do is plug in a consult cable and retrieve the error codes from the ecu (this can also find other problems so is probably worth doing anyway). If it is faulty you can either replace it with a brand new one (common to many nissan engines) or replace it with a million ohm resistor to trick the ecu
It's tough trying to diagnose and fix over the interwebz
Also wow, that was more prologned then I intended.