2006 AUDI A4 1.9TDI SE ENGINE PROBLEMS

Hi all my poor audi has broken down i started it one morning and all i could see was white smoke/steam didn't know at this stage what was happening so after running it for a while the engine coolant warning light came on i popped the bonnet and the water reservoir was empty i no it was full last week as i did a full service on it all filters and a oil change car drove fine for over a week then this happened the car has always had a very small vibration on idle and on acceleration it kinda felt like i was pushing the accelerator pedal up and down ever so slightly so i don't know if that was a indication of my problem now so i expect my head gasket has went my heating stopped producing heat about 3 weeks ago sometimes it did work then sometimes it didn't can anybody help me under stand how to figure out whats wrong with the car and how to fix it and what parts i would need to replace and maybe and other parts i could replace while i have the head off to replace the gasket i'm good at fixing cars but just don't know how to diagnose them or maybe don't have the confidence to diagnose lol if anybody can help me it would be much appreciated don't want to loose my audi as i'm driving a renault scenic as a back up such a downgrade Thank you all in advance