My 2 cents,
How many miles does the car have? If over 60K or more, you may have a misreading temp sensor, or slow to react O2 sensor, now that the mixture is different due to the egr. Of course, the vacuum line is always suspect on a newly replaced egr valve. 104 Engine?

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Regards

Mino Erhan Dallas, TX
'97 SL500 40th A.E.
'97 S320
'01 ML320
'85 Peugeot 505 SW
'07 BMW R1200RT
'74 Suzuki GT750