In europe, the oil coolers were standard...even on most non turbo models. So...you need to find a setup. We (Folger SUBARU) sell the oil cooler adapters. they are $30.99+shipping.
As for engine cooling...find a twin row rad, either new or used (if used, FLUSH well) and that should keep the engine happy, and make sure to install a 180 deg thermostat of high quality.
The stock OE turbo headgaskets are the best things you can use for these engines....unless you use a copper one and do it right.
The EA82 in an EA81 car....well, search on usmb.net for all the right stuff to make that happen...as Ive not dont that one.