Another update. I just finished my 500 km road trip with the Volvo. No Check Engine light went on. I measured consumption in two 200 kms intervals. In both cases the consumption was 13.5l/100km. Speed was between 100 and 120 km/h in a highway.
I believe the consumption is still a bit high but my initials measures gave me 25l/100 km then after cleaning MAF sensor, replacing air filter and getting rid of the pre-heater pipe it went down to 16 or so and now correctly measured the new number is 13.5l/100 km with the car carrying a heavy load in the trunk (400 kg aprox).
If coolant temp sensor has a problem, it is intermittently at this point since no check engine light went on. If I have a vacuum leak I believe is really small and I still haven't repaired the exhaust manifold gasket leak ...
Thanks!
Nacho.