Turbo not working on cold engine

[bonno 0]

This morning it was -5° C in Vilnius, the capital city of Vilnius. I turned on engine to run while I was sweeping the snow off so I got it to warm up for two to three minutes or so.
First 20 meters in, I realised something was off - the turbocharger does not seem to be doing anything whatsoever. I didn't floor it not to damage anything further and around a kilometer or two in, it got back up and worked like a charm for the whole trip.

Now, from the research I've done I'm hoping that it's not the turbine as they do not tend to just go off like that. Might be a vacuum leak, but feels unlikely as I didn't hear any additional sounds. 
What issue could this be? I have not had any similar issues with this car ever. Help a fella out!

The car is 2009 Toyota Verso running on D4D 2.0 93kw turbodiesel.

[flash22 589]

Is the turbo water cooled ? if so when was the coolant/antifreeze last changed

[bonno 0]

Oh no, good quality low temperature antifreeze - water mixture was filled to a right level about a month ago. It should not freeze even at -20°.