Citroen bx 1.9t

Do you mean a DT (aka turbo diesel?).

These are great machines, but like anything, they have issues.

-Hydro-pneumatic setups as said can be tricky. But Spheres to change are still cheaper than springs and dampers and easier to buy in a good quality. The brakes run off this system so it's imperative they work right. No hydraulic pressure means no brakes, unlike a conventional setup.
-These rust for fun. They're also now old. Check over everywhere carefully.
-Trim being in good condition is also important. It's not made anymore so sourcing it will be tricky.

The engines are long lived but
-IME, they are not quite as frugal as folklore makes out. About 38-45MPG is the norm, and this is dependant on the gearing in the van.
-Headgaskets can go, but this is generally IME down to a poor cooling system. The coolant should be changed every 3 years. Not with some no-name coolant that the motor factor wants to charge you a fortune for. But ideally a good quality coolant, preferably Peugeot's own coolant, but Comma's G48 should be fine. The cheaper ones don't have effective inhibitors IME, which on a mixed metal engine like the XUD will create silt, which will block the rad up with inevitable results (they will run hot for a long time (i.e 95-100 degC with the fans running, but something will eventually give). A fresh radiator IME of a louvred grille type (not the cheaper tube type) I'd also fit ; I've not had a Pug overheat after this. Bleeding the system right is also critical. I have ran these engines before on OAT and they've been fine. Comma themselves recommend a OAT coolant these days (G30), but it's best the old system is flushed if the old cooalant type is unknown.
-The Lucas ones can struggle to run on veg oil, but they will for an indefinite period of time. The Bosch pumped cars (All BXs may have these) can run on veg oil, which is handy.

These are not as cheap as they once were and it can be tempting to go cheap. For the reasons of spares I'd buy the best example you can afford.