The air filter won't help at all - the factory airbox already flows very well, more than the engine can ever use. If you are looking to make some improvements the snorkel on the airbox going in to the fender is a bit undersized, it can be replaced with a short piece of 3" pipe and a silicone elbow. It picks up fresh cold air from the fender, anything like a cone filter will just suck hot air from the engine bay.
The injection pump itself is where you'll find most power gains. Are you smoking at all currently? You can add an EGT gauge then turn the fuel up till it starts getting hot.
The stock turbo isn't too bad, it'll support 15-18 PSI without issue.
The intercooler you've added will definitely help.
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