Here's where your EGR is:
Trace the pipe that connects to the bottom of it (it's VERY hot if the engine has been running) there is a 22mm nut that threads into the bottom. If it's loose, you'll need a 22mm stubby to tighten it with.
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Sears...
Could also be an exhaust gasket, where the manifold meets the pipe...
Without an "ears on" eval, it's anyone's guess.