Nothing wrong with diesels, especially if (like me), most of your journeys are motorways. They're not quite as fun pulling away from lights, but I love my TDI (that red I is massively important, don't you know)
It's not going to be terribly fun or characterful. I wouldn't bother spending this much time worrying about fuel economy given the insurance and purchase prices you are looking at. Assuming fuel cost is £1.10/litre and you do 15000 miles a year a car that does 40mpg rather than 30 is only going to save you about £600 a year. You could easily go and buy something more interesting thats cheaper to buy/insure and put the money towards the fuel instead.
You won't get something that lives up to your expectations as a driver AND is fuel efficient. The two don't go hand in hand. The Mazda MX-6 is fun (albeit a bit old now) but that 2.5 V6 will be fairly thirsty.
Mk4 1.8 Astra Sports are fun n safe enough... You get trip computer, t.c. cruise control, Electric heated mirrors, 130mph+ (pretty much redline), Will easily outrun an Impreza 2L Sport... Ive had mine over 2 years n its been driven HARD, Only needed original exhaust changed at 120k miles and brake pads...
Keep your Proton, don't take the loan from your Parents, and put the cash you have saved already towards maintaining your car and paying for your Education. Then when you finish university, celebrate by buying yourself something very special, like a TVR Chimaera, or BMW M3 etc.
Oh, and just to add. Don't EVER compare a bloody Proton Coupe to a Ford Puma ffs! A Puma is a much better drive than the Proton.