By the sounds of the fault codes and the EGR valve being held open, I would check the the voltages and earths to these sensors and solenoids.
There might be something earthed that shouldn't be?
Message Thread Mitsubishi Shogun DI-D 2003 - Excessive smoke, low power, codes 12, 46, 51 - Unresolved # - Shaun Dale August 24, 2015, 4:05 pm
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