For what its worth, I drove mine with the MIL light and flashing glowplugs for over a 1000 miles. The result of this was a > 90% blocked DPF.
I took it to a
dealership and they said £400 to remove, clean and replace the DPF
or £800+ fitting (£300+) to replace the DPF with a new one.
It came down to this because the DPF was so blocked they could not do a forced regen (I believe there is a real risk of fire in this situation)
What I'm saying is, don't keep driving the car with those lights on - as you could end up breaking the DPF or at least costing more than you need.
If the pressure sensor is shot it will stop the engine from doing passive regens (at least that is what I think happened to me - I was driving long motorway journeys yet still took an empty filter to a full filter in 15 days!!!)
You can get a new sensor off ebay for about £25 quit - fitting it is easy (if you have the correct torx bit)
BTW Have you checked with an OBD tester whether you have a pressure sensor fault?
If you're skint, do this first and then set about clearing out the DPF - either by doing some more aggresive driving, adding a fuel additive or taking the DPF off and cleaning it yourself.
Good luck!