Sounds like the turbo - and it could be very painful, financially - hopefully not, but be prepared.
Some basic advice with turbo's is to let them idle for a minute or so before switching off the engine - in order to let those bearing cool down a bit.
Personally, I think the 20,000 mile service interval is far to long for a turbo diesel. i made a point of changing the oil and filter every 7,000 - 8,000 miles. Overkill, probably - but I was planning to hang onto the Captiva, and wanted to nurse it a bit.
Now someone else will reap the benefit
Actually, the prospect of huge mechanical repair bills was a factor in changing our Captiva (the other being the poor fuel consumption, which is no longer tolerable at £1.40 per litre)
I could have taken the Chevrolet extended warranty - but I'm sure there are plenty of things that they wouldn't cover, and which might well need replacing at the cost of my arms and legs!
Lovely car - and a superb caravan tow car - but no longer a viable option for us, I'm afraid.
The other absolute kicker is depreciation. We were looking to part-ex a 2.5 year old LT 7 seater, with a full service history, in unmarked condition, 35,000 miles - and a Chevrolet dealer offered the princely sum of.....£9,000!
As it was, we got a couple of K more than that from a VW dealership - but it was only because we bought it brand new for just over £16,000 in late 2008 that we avoided taking a huge bath on the deal!
From about £23,000 list price, to £9,000? - and that for an exceptionally well cared for 7 seat car with some extras fitted? - they're having a larf, innit?
When I read the list price for the new LTX I was genuinely astonished! - £32,000!, Chevrolet must must have taken leave of their senses. Just how many do they expect to sell???
Having experienced the raid depreciation of a Captiva, thanks - but no thanks.
Anyway, enough of my moans - hope your own problem turns out not to be a turbo issue. I'd advise a second opinion to Wilson's btw. When I bought the Captiva I went to Wilsons for some mud flaps (£35 for a set of 4, back then)
Only having owned the car a for a couple of days i wasn't sure how to fit them. Wilsons gave me speil about the need to get the car up on a ramp and remove wheel arch linings (honestly), and wanted to book it in.
I decided to have a look myself, and fitted them in about 40 seconds per arch, simply by removing some screws and replacing them through the mud flaps!
A one-armed Chimpanzee that was high on crack could have fitted them while wearing a blindfold! - yet Wilsons wanted at least one hour's labour for the job
They might be better now (dunno, because they never saw me again after that little episode) but I'd still get a second opinion if I was you.
Regards