What model /year of peugeot do you have?
Engine size ?
And has anything been replaced or checked up on already upto now?
The de-pollution system "fault" can cover quite a wide varied area of possible fualts so in theory it would be quite difficult at this stage to actually know for sure what the problem is your having and what step you need to take .also backed up with the fact i asume that the car doesn't seem to show any performance issues either.the usual more common causes with diesels which again i asume it is - is either the particulate DPF Filter blocked up with soot "no doubt needing force regenerated if the car can't or is now unable do it itself carry that out" / the eloys fluid system problem or needing topped up / fuel filler cap fualty /wiring / or fuelling pressure issue /intake system / maybe also trying a new fuel filter might help or too try driving the car at 60-70mph in 4th gear - for 10-20 miles roughly.This helps gets the anti pollution system or dpf filter upto temp / hot - to help burn off any soot build up in the filter.might be worth a try and see if the light goes out after doing so..sometimes it works sometimes not if thats that case based on that then the best solution you have next in this case is to have your car hooked upto a "suitable" diagnostic machine ie:- peugeot planet machine software usually deaer level or any other machine that has the same capability to see exactly what fault codes your cars ECU is picking up as fualty or diagnose further..
Its not uncommon for these cars to have faults as you have - so without any "specific fault codes" then your basically in the dark and this is when the cost mounts up with replacing parts via guess work - im not sure why they haven't been able to find anything via the equipment they use unless it isn't of specific dealer level - and is to be honest the only way forward with the above fault you have and in conjunction with the 2 you have now just mentioned too try and minimise the costs involved and track the fualt down properly to the specific area in regards XXXXX XXXXX warnings your seeing - unless you know of a good independant diagnostic specialist locally who may be able to run tests on the car alot cheaper than the Dealer that maybe the best way forward next if prefered - Since all these warnings are up/flagged there must have been "something" in there wether it be engine ecu or bsi faults or in itself them being at fault or the need for software upgrade / ESP is your "electronic stabilty programme" which generally in conjunction with your ABS/braking system so it could be case of maybe checking those ABS sensors are clear/gap between that and the pickup/brake pedal switch...