With everything being high I suspect the catalytic converter; it may have even been gutted by someone previously. CO is normal for pre-converter exhaust and your O2 is switching normally. If the EGR is operating normally I would just get the converter replaced then retest the vehicle. Should ideally have no O2 in the exhaust; it should be burnt (oxidized) in the catalytic converter as it combines with the CO to form CO2.

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Erich Loepke
2010 Ford Focus
Currently Benz-less