Hi Quietman
I back up all that others has said...to add a bit more detail.
My 2007 diesel model, aux heater runs on for a while after turning off the engine. It exhaust from heater come out on the nearside of the car.
When Aux heater is working you have 3 wavy lines on dash. Also aux only works when you have a 1/4 of a tank of fuel or above.
Hope that helps.

Blue smoke?.... you should google it or do a Youtube search. It maybe something to do with head gasket? leak?

No!

This thread is about the aux heater fitted to European diesel models.........Sometimes it produces smoke on shutdown. We're not talking about smoke from the engine exhaust.