Just a few random ideas for you:

There's an EGR pipe off the exhaust manifold that goes around behind the block to the EGR valve. Awkward to get at and see, but clean up and carefully inspect for a crack, corrosion or weak spot in that pipe, especially in or just after the first bend as it goes behind the block from the manifold. That EGR pipe is unfortunately NLA, so welding in a section of SS tubing might be needed.

Spray the EGR valve shaft with some PB Blaster and try working it back and forth a bit if you can.

Check the connector and vacuum tube on the EGR valve. With a piece of vinyl tubing, sucking on the EGR vacuum should visibly move the diaphragm.

The EGR vacuum solenoid up high by the power steering reservoir isn't known for failures, but if it did then that could cause your problem. Make sure everything's connected and clean. I don't have time to check, but I recall that there's a component test (DTC 2? or maybe 3?) that you can do at the diagnostic connector to exercise that valve. Check the 700/900 FAQ here (if you can get through, arggh) under Engine-OBD for that procedure. It's extremely subtle to detect movement of the solenoid during that test, so passing that test is good, but failing that test doesn't mean it's bad.
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Dave -still with 940's, prev 740/240/140/120 You'd think I'd have learned by now