It wouldn't be a good idea to add a restriction into the turbo oil drain hose, the hot oil coming from the turbo needs to be allowed to drain out as quickly as possible to allow the cooler oil to flow in behind it. Installing an oil cooler in between the turbo and sump will likely cause oil pressure to backup into the turbo and possibly blow the seals. Ideally an oil cooler should be located between the oil pump and oil filter so oil pressure and temperature can be reliably maintained and monitored.
It's recommended a thermostat is used so the oil is brought up to temperature as quickly as possible and also to ensure the oil isn't excessively cooled off. Engine oil that is not up to temperature is no better than engine oil that has been heated too much, so the thermostat helps to balance it out.
The sump is sealed with a liquid gasket sealant. There are plenty of different brands to choose from, but whichever you choose to use make sure both the sump and block matting faces are cleaned up and free from any grease or oil and then follow the supplied instructions to the letter.
