Installed new turbo, strange performance issues
 

Disclaimer: Posted virtually identical thread in general diesel related forum, just posting this here for exposure.
Disclaimer: I have NO auxiliary gauges like EGT, trans temp, oil temp, boost pressure, and such. Only gauges that work are in the gauge cluster from when truck was a gasser

This post pertains to the '95 Ford with a '96 12-valve Cummins swap in my signature, in case there is any confusion on vehicle.

Background: I replaced my stock HX35 turbo because it was showing signs of failing. Excessive shaft play, not spinning as freely, spinning with grating noise, and huge lag once overdrive is reached. New turbo is ATS Aurora 3000 (stats on turbo included in an attached picture)
This turbo is nearly identical to the stock HX35 in function
Exhaust pipe is 4" from turbo back, was not the case with the HX35
Only other mod done (this is before the stock turbo started showing signs of death) is the fuel screw, or "smoke screw" is turned up slightly to playfully yet not outrageously roll coal. Fuel pin, idle screw, injectors and everything else are untouched

After install, I noticed the following:

In park, the RPMs don't climb steadily with the accelerator pedal, acts like its running lean. In drive it seems like it runs out of steam prematurely.

During the quick test drive, I noticed the unmistakable smell of hot metal. Once back home, popped the hood and the exhaust header was so hot that the heat mirage was visible at sundown. This was not the case with the old turbo

My conclusion is that the truck is not getting enough fuel, yet from my understanding, less fuel means lower EGT's, not higher, so I'm not steadfast in said conclusion. The new turbo practically eliminated all black smoke that was there before the change, so it appears to be burning more of the fuel during combustion.

What am I missing/doing wrong?