What symbol on a Peugeot 405 diesel instrument panel is orange egg-shaped lower half black at bottom left?

The symbol you're describing is the glow plug warning light. It indicates that the glow plugs in your diesel engine are heating up to help start the engine. The light should come on when you turn on the ignition and should go off after a few seconds. If the light stays on, it means there's a problem with the glow plugs or the glow plug relay.