Well recently there has been a common theme of main bearings letting go on the crank due to bad clearances. If you search around you'll find an amount of both issues cropping up. Diesel vehicles also present a certain number of quirks over time, but I'm on my 4th one and by and large they have been very dependable. The LM2/ LZ0 combination if you look at most forums, really isn't that busy at all. A few crop up with issues or major issues, but by and large this format has been the best for these large vehicles. I personally bought an extended warranty for mine that will last me for as long as I own it. Right or wrong it will cover most any issues that come up after warranty and I don't lose any sleep over what just might happen.
Sad to see that the Escalade is dropping the diesel format for the future. I thought about maybe buying one as one of my last great vehicles in 25 or 26....
Also, if you are locked into premium, you will be paying the absolute highest price for fuel for the life of the vehicle @ an avg of 15 mpg. Diesels worst mileage is about 22 if you are pounding it around town...The gap from reg to prem could easily expand to 2.00 a gallon in a few years... What would stop them?
As far as sensors go, they certainly "can" be a problem, but they usually sort themselves out during the 3/36 period. If I had to throw 3-500 bucks at my vehicle a few times over its life beyond regular maintenance, that's certainly not a showstopper to me.