I think from memory the EGR only opens/functions from up around 2k revs anyway so again, EGR trouble would be my first bet.
You can start by taking it apart and cleaning it out to see if it improves (as mentioned, it can get badly coked up), and making sure everything is refitted properly afterwards.
A blanking plate is another option for the sake of a couple of quid, or can even DIY one if you like. Only thing is, I think your 06 will be a Euro IV emissions, so you'll get the EML on the dash with it blanked off.
Have you run the little diagnostics trick on the instrument cluster to see if it's showing any error codes? Or have your own bluetooth/wi-fi ELM scanner?
Mmmm...can't fully remember, somewhere in the region of £100 new from Ford I think, £10-20 from ebay/breakers used, anything in between for an aftermarket version from a motor factors. Not labour intensive either as it's just behind the clutch pedal in the footwell.
I think you'd have more problems than just reverse though in that case. Seized linkage cable could be ticket so you're right to start with looking there.
That EGR to intercooler is most likely either split or has come loose around the top...the whooshing you mention and the the oily sooty residue in that area are those exact symptoms. I'd get it off for a proper look if I was you (most common place for a split is at the elbow of the bend, but a quick search of Google images and youtube will make it clear) and make sure it's fitted tight when put back on.Would recommend an EGR blanking plate too.
Also on the door pull, you're right that it just needs a little mod to the catch on the handle. Bit fiddly to put it back in place but well worth it. I used wee cut off an old mud flap that was lying around and glued it to the inside of the catch.
And on the point of noise when depressing the clutch, could be signs of the flywheel on it's way out but 68k miles is pretty low for that. Worth having looked at though.
Hopefully so mate, good luck with it and let us know how it turns out.
Only reason I asked is my old ZS got really stiff in reverse, 1st and 2nd, to the point I couldn't select them, but only when the car was running. Turned out to be the clutch master cylinder but it was a few 'interesting' days driving before I got it fixed...switching the car off coasting to junctions, select first, start back up again, and a lot of 3rd gear take-offs!