I've researched doing something similar. I ended up rebuilding my FE for the simplicity, but the emissions thing isn't a factor here in Alberta where straight pipes and cat deletes are the rule rather than the exception (it's basically Mad Max but with snow up here :P).
We did indeed get diesel F-motors here. Any 4cyl Diesel Ford (Bricknose Ranger, Tempo/Topaz, Escort, one or two others) or B-truck (from before they were a Ranger with upside-down taillights) from the late '80s or early '90s has one. You'd likely need one from a Ranger/Btruck because of the thermostat location, Mazda moved the stat to the back of the head on FWD applications (that's why our FE3 heads have that little plate at the back of the head, they didn't eleminate the rear thermostat boss when they adapted our head castings to a longitudinal application).
Only issue is they were IDI non-turbo engines with something like 60hp- and LESS torque than the gas FE3. But they are bell-compatible with our transmissions and because they use a mechanical injection pump you can delete all of the EFI components in the Kia- a mechanical diesel only needs 3 wires and a fuel supply to run (plus sensors to run the gauges). And you could bump the output to a reasonable level if you find the injection pump and turbo manifold from a newer, overseas RF-T. There are lots of JDM parts suppliers around thanks to the Fast-n-Furious crowd, and I'm willing to bet they could get you a whole modern RF-T out of a Bongo (the van the Sportage shares its chassis with) if you're willing to wait for them to find one. And JDM stuff is crazy cheap, since older vehicles are taxed out the wazoo people just toss perfectly good low-mileage vehicles and parts because it's actually cheaper to get a new car. Then it all gets thrown in a can and shipped across the Pacific.
Also you mention a vacuum controlled transmission, I hope you're aware that Diesels don't pull a vacuum since there's no throttle (your right foot controls fuel flow only, diesels take a full 'gulp' of air every cycle whether you're at idle or your foot's on the floor). Brake boosters are a concern too because of this, you'll either be fitting a vacuum pump or switching to hydroboost. And I'm not sure that a vacuum pump would be a good fit fore a vacuum controlled tranny either since a pump's vacuum depends on RPM only, whereas a gas engine's vacuum level depends on engine load, throttle position AND RPM. Basically if you go diesel you're best off with a manual.