yea I still stumped. I have run every senario I know I can't come up with a reasonable explanation. If had to chose another route to explore I would look at the exhaust side of things. and yes to answer your questio the EGR could mess it up by being open when its not supposed to be. the other thing to consider would be a blockage at the catylitc converter that is opened by heat. it could be the opening to the monolite converter are collapsing and blocking the exhaust enough that it runs like shit cold. I would drop the exhaust pipe off to the end of the manifold bolts and test run it. if it runs right cold I would remove the curent converter and try again with a test pipe or replacement convertor.
ps, I had the worst TBI 454 ever. it was bone stock and got a 3.5 mpg