Yeah all those vac lines need to be hooked up. One should go to the AFPR, one should go to the vac on the TB and one on the EGR itself. There is a 4th one IIRC... its been awhile. And since you mentioned nothing about a tune... the car will not run properly if you just cap the EGR port as the computer will be looking for that.
TBTH... I always ran into issues with the EGR removed with 94/95 cars even with a tune. What you can do is get a piece of high temp heater hose/worm clamps from home depot or wherever and use it to patch the broken part of the tube. Works perfectly. And then just run the EGR. There are plenty of headers that come with the EGR bung on them including longtubes and removing the EGR does nothing for you except engine bay cleanup.
2000 Mustang GT Steeda #0048 34k miles. 99 Cobra 4V swapped, FTBR IRS swapped, exhaust, tuned by James Gordon.
Just because I give you advice, doesn't mean I know more than you. Its just means I've done more stupid ****.