OK. We'll, it's NOT a waste gate; neither is the part of the turbo that it connects to. It is the actuator for the variable geometry vanes inside the turbo. The small pipe to it (de)pressurises the chamber inside the round body of the actuator, pulling a membrane inside it. The small rod that sticks out of the top of the actuator is connected to the membrane, so it moves when the pressure in the chamber changes, pulling the vanes inside the turbo which is what varies the turbo geometry.
With all of the pipes connected up, get someone to rev the engine from tickover through to about 3,000rpm. Does the above rod move? Have you tried bypassing the actuator solenoid, connecting the two pipes that run to it directly together?
This isn't the same turbo as fitted to the Multipla, but it's good because it clearly shows what should be moving, and from where, to where. Fast forward to about 6:00 minutes:
and