2003 ford f250 diesel smokes white until warmed up then almost none doesn't overheat doesn't pressure up but cosumes lots of anti freeze ? Head gasket, turbo,cracked head ?

It is your head gasket. When your car is cold the metal is contracted so it allows a lot more anti freeze to enter your cumbustion chamber(s) when the engine warms up the metal expands, possibly enough to self seal any leaks that may be there.

My 2003, f250 diesel was running and I shut it off to go in a store. When I came out it had no power and shut down. It would restart and blow white smoke and run for a little then shut off again. Any answers?

White smoke is a sign of water vapor or fuel that has been atomized, but not burned. Water vapor may be present in the fuel, or water may be leaking into the cylinders from the cooling system. Also, air in the fuel can cause white smoke. White smoke usually occurs when there is not enough heat to burn the fuel. The unburned fuel particles go out the tailpipe and typically produce a rich fuel smell. It's not unusual to see white smoke in the exhaust, during cold weather, until the engine warms up. Bad glow plugs (burned out, coated with carbon, or not receiving proper start-up voltage) or a faulty glow plug control module can cause white smoke on engine start up. Low engine cranking speed may also produce white smoke. If white smoke is visible after the engine has warmed up, the engine may have one or more bad injectors, retarded injection timing, or worn injection pump. Low compression can also be a source of white smoke.