P0171 + bad gas mileage and no power loss sounds a heck of a lot like an O2 sensor that has failed lean enough to max out the fuel trim, but not bad enough to throw a code for a failed O2 sensor. Or a vac leak, but normally that would be accompanied with a rough idle. If you had a wideband this would be easier to diagnose.
But follow flynlow's instructions for the leak test. Dont forget to check to turbo inlet tube under the intake manifold for leaking too.