All other codes except 5 can be triggered by a faulty O2 sensor.

The secondary AIR system will pop the CE light because the system AIR check requires a proper lean reading from O2 sensor
to pass the ECU operation test. So bad sensor will show a fail condition on AIR ...
This system does not use Hot Wire Mas [ LH-SFI], but rather Hot Film Mas [ HFM-SFI]
The Egr fault is most likely a plugged EGR tube at the engine end of the EGR pipe.
Check archieves for other post on this common fault/repair...
[There was also a part change
on this year EGR for sticking valves]
An easy test is to supply vac to EGR with hand pump at idle and watch for poor idle w/vac applied... this means valve working and tube open..
Recommend changing O2 , erasing all codes and see if any come back after part change...