As for the EGR, its Euro guff, here to save the planet from nasty emissions, the EGR recirculates them, it then means that the exhaust fumes are processed twice, which helps to clean them and also helps to improve the engines performance (alledgedly) as it makes less work for the engine to heat it up as it helps to heat itself.
In a diesel, the primary argument for EGR is that it reduces the oxides of nitrogen, and while the engine does process the gas twice (a small percentage), that's not the key thing. (A lot of the other things that it does could be done in some other way, but oxides of nitrogen are quite stubborn, and, if you had to reduce them in another way, it might even be worse.)
The conversion of Nitrogen and Oxygen to oxides of nitrogen depend on (peak) temperature, and by introducing unreactive gas (end gas, in the jargon), that does reduce the peak temperature, even though the introduced gas itself is warm.
While getting a second chance to burn any lumpy bits (particulates) is probably quite a good thing, if you couldn't deal with the particulates by EGR, you'd be making work for the DPF, so you'd probably end up with a bigger dpf and more regens, but you could do it, if you had to.
Some cars have a catalytic conversion system which you have to get topped up with a Urea solution every so often (at services, presumably), but I don't know how much that costs to run, but certainly it has the potential to be inconvenient.