There should be a stored diagnostic trouble code that'll help to identify the problem.
There are several common VEA problems (including blocked EGR cooler and sooted-up exhaust manifold oxygen sensor) that can flag the warning tortoise, but then the DPF warning light doesn't normally come on. When my engine cut out a few times before dying it was because the EGR valve was sticking open.
Hard to say how serious this is without knowing what the problem is, but after my EGR valve began sticking open the car soon became undriveable and had to be recovered. I'd get it back to the dealer ASAP.
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GONE: 2015 V60 D4 181 (VEA) R-Design Lux Nav manual in black
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