You probably have one of these on your car. It is not mercedes original, but has to do with getting it BAR smog certified. There should be 2 wires going to the metering valve close to the K-jet fuel distributor. That valve should be making an intermittent buzzing noise. Also be sure all wires are properly connected to the little black box. It should be behind the passenger kick panel.
There are also tests that can be performed on the lambda system but Its beyond my knowledge. My Lambda has adjustments. They are all different. you may try opening the box but your in territory for an exhaust gas analyzer.

I would focus on getting it running smoothly then look over the Cat. I dont think you need to check the EGR anymore as long as you trust your mech. That system is a cinch to check. if you have vacuum issues in that area the EGR would not operate. I doubt he got it wrong.
Did you check all the vacuum hoses going to the dash controls, and the transmission. How does the transmission shift. That could be an indicator. Do you hear any hissing noises anywhere. You can block off all of those areas to see if you get a change in performance.

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Chris
84 280sl
82 300d euro