Ford fitted several different types of DPFE sensors to the earlier ZX3. Sleepyboy has the one, like mine, mounted directed over top the EGR tube. Others are firewall-mounted and others are built into the EGR valve itself. You probably have one of the other styles. They've had some problems with them over the years - they failed frequently because of moisture and heat - and redesigned them several times.
The DPFE sensor (Differential Pressure Feedback EGR (Exhaust Gas Recirculation)) is what the ECU uses to measure exhaust gas flow. It then uses these readings to tell the EVR solenoid to open/close the EGR valve via manifold vacuum, which lets exhaust gases flow into the intake manifold (or stops it). It's a feedback loop.
Good write up by the way, sleepyboy. Another way to block of the EGR take off on the exhaust is to cut your EGR tube and use the old manifold fitting. Shove a circular piece of metal in there - a coin works - to block the old opening and tighten it down.