I have the same problem with my 1.9JTD. When in accelaration on 4th or 5th gear at about 3500 r.p.m the car sometimes lags and in 3 occasions the car simply stalled. I have complained to my dealer several times, but they cannot replicate the problem. Did you have your problem resolved?
I have a reverse problem with power. When accelerating hard the power comes in fine with great urge then tails off as if the engine has died then gradually picks up again, seems like fuel deprivation, but I havn't had it looked at yet. 2001 JTD 2.4 50k.
For those suffering intermittent loss of power; you may want to have the Airflow Meter (aka MAF) checked. There is a known problem with the Bosch Hot Tape MAF where they are very sensitive to dirt. If the airfilter isn't fitted 100% there is the possibility of contamination on the MAF which can cause power to drop off at unexpected points in the rev range.
I had a new MAF fitted and all is know hunky-dory.
2.4JTD 2000 Veloce Sportwagon.
With regard to lack of power in the 2.4JTD lower rev range. My 1999 Alfa suffered with these issues. A warning light of the fuel injectors could be seen. I had the fault diagnosed as the Air Flow meter. Once replaced it was like driving a new car again. Loads of low down grunt and reduced turbo lag.
The VW golf also suffer with this problem - however once VW realised this the replacement cost was halved, it's a pity that was not the case for the Alfa. Cost of replacement air flow meter £100 +vat.
I had the immobilizer problem on my 1999 Twin Spark (same system as the JTD).
You need to get under the dashboard on the driver's side and disconnect the immobiliser contact block (little white fella) having followed the black wires down from the ignition lock barrel, then plug 'em back in again.
Corrosion builds on the contacts and by unplugging and reconnecting you break off the corrosion.