Hi Geoff, I had the same problem on my 08 2.2. The lights and same message came up and it went into limp mode. Like you I switched off, left it for a while and it started ok with no message and not in limp mode. This was fine for a few days but then did same again but didnt clear itself. Took car in and changed EGR valve. ok for a couple of weeks and then all started again. Another garage (jag indep) diagnosed turbo problem. Fitted new turbo and actuator and its been ok for last 2k miles I suggest you get it diagnosed by a good jag workshop. I was lucky that mine was paid by the garage I bought it from. Good luck.
Cheers
Rod