Hello, I have a Ford S-Max 2.0tdci 2011. It starts and dies immediately when idling. If I keep revving, it runs. I can rev to 2500rpms, but the engine sounds bad. I have one error that appears immediately after starting and revving: P2263 turbo or turbo actuator. I don't think my main problem is related to the turbo, as the car would still idle even with the turbo actuator not working. I think it could be a stuck EGR valve. Is that possible, or what else should I check to diagnose my problem? Thank you!

Welcome!
I think much more history (especially servicing) and investigation is required.
My first thought is (I know I'm boring!) if it won't idle but will rev...fuel filter (when changed last?) Any bubbles in the fuel line as a first check?
Then, on what basis do you suspect EGR valve (there are no codes BUT what device was used to check them? We only rate Forscan)
Then, you say "sounds bad" but personally, I'm unsure what that means (misfire, dire mechanical noise, tapping etc etc)
Where has all of this come from, was it an immediate serious change or developed slowly or ?
Without some serious investigation and inspection I don't rate changing expensive parts plus, if there is a fault code, I'd look into that and fix it first.
I can't wait for other's ideas as I'm stuck in my dinosaur rut and often don't know the wrinkles on other models but, in this case if it's the DW10, we have that.