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Unusual for the head gasket to go on these, especially a LPT, my money's on the oil cooler. If you can smell oil from the heater, it could be a sign your matrix is on its way out, not unusual at all...

Your engine oil cooler is actually behind the sump, as you have the ME7 engine. Some members have swapped for the bigger D5 cooler, but it's not essential. If you have an auto, the cooler for that is...

Your oil cooler is in the rad or should be. I'm a bit unsure with regards to auto cars but a manual should be on the off side off the radiator.
When mine went I replaced it with a new rad which you...