Have you had a go at cleaning your EGR valve? It's an easy job compared to what you've already done - just a bit messy. Well, a lot messy. I've never had any codes about my valve, even though mine was quite blocked, so for it to actually be throwing a code, it's either really blocked or it's something else. I've read that the code can also be caused by a vacuum leak, so it's worth keeping an eye out for that.
Looking at the 'no nuts' picture, it looks like that's the lower EGR cooler pipe? You definitely need a strong connection there as even a small leak can cause some big performance issues. I never gave gaskets and tight fittings too much thought, until I had one allen bolt slightly loose on my EGR valve and I had absolutely no boost pressure and exhaust fumes and smoke in the engine bay.
I wouldn't worry too much about the turbo impeller turning black - with all the exhaust gases that'll eventually be going through there, the turbo will long for the day it only had a little bit of finger grease on it...