You have to either run the full EGR hookup or tune the computer to have it turned off. You honestly should be failing visually for no cats and they technically could impound your car and some states even have crush laws so you have to watch that too.
Not sure what issues you are having hooking the EGR up to the headers. If you did MACs it should bolt right up. The flow tube spins around on the EGR itself, it might be stuck in one spot from crud/corrosion but if you have MAC headers you just turn it 180 and it'll go right on.
2000 Mustang GT Steeda build #48. Bolt ons, suspension, Novi 2000.
Just because I give you advice, doesn't mean I know more than you. Its just means I've done more stupid ****.