As a EGR is a mechanical part the fault will obviously be coming from a sensor. EGRs can be blanked off/not needed, and been as you have had it changed it eliminates that issue. Not sure what sensors are on or around the erg but will look into it for you.. Are there any performance issues?
As Snypa said mate, could be quite a few things. I know it's probably difficult, but can you be more precise on what area it's coming from? Maybe get someone to sit in the middle of the rear seats and take it for a drive.
£150 isn't a bad price for supply and fit mate and there is no way of checking without taking things apart. There are lots of guides on the net, it's not a very hard mod to do tbh.
As above. All cars have there car points, but only BMWs ate BMWs... You will know what I mean by that when you buy one And yes, go for a diesel...but I'm just diesel biased lol Whatever you go for mate, it's bullet proof. Enjoy