My 2007 1.9d multijet SX is Euro 4 it has a large bulbous part in the exhaust just below the manifold which I assume is the DPF, does that do this regen which people speak of how do you know when it happens and how is it instigated automatically? Apart from replacing the EGR valve a couple of years back it hasn’t missed a beat in 11 years and 66k.

that part is the Catalytic convertor,
DPF (if you have one) is a bit further along and has other small pipes connecting to it.
Sorry don't know what it will show you on dash because mine doesn't have one.