the factory EGR connection is between the CAT and the matting flange. get a torch and head that sucker up to be red hot and then try to remove it. if still does not work after it cools a bit down but hot get a birthday candle and "wick" the wax into the threads and then try to remove.
2001 ZX3 2.0L Zetec-
Hatch Nation #42
Going through Rebuild See "The TICK Build Thread" for details (http://www.focusfanatics.com/forum/showthread.php?t=289168&referrerid=62897)