Had a similiar problem on a 96 850 NA. Turns out the front O2 sensor was on the way out. It ran rich, blowing black smoke, fumey exhaust, mpg down to 10 etc. I didn't think it would make it to the shop as it was running rough as hell. In checking around, I pulled off a vacuum hose from the tree up front to hook up my gauge and it immediately smoothed out and ran normally. Plugged the hose back in and it began the shaking and stumbling again. I ran the car with the hose off for a week until I took it to the shop. MPG went up to 20. What creating a vacuum leak did was artifically lean the overly rich mixture (from the bad front O2 sensor) to more normal resulting in smoother running and a drastic rise in MPG. You don't want to mess with this problem real long or it will destroy your CC. I suspect mine is ruined.

PJ