EGT probe is only fitted to the LCR turbo and is an additional factor for the ECU to worry about. It modifies fuelling when the maximum temperature is reached (950°C or so) to prevent damage to turbo and exhaust manifold. This is a performance factor, closed-loop control allowing the turbo to boost up to the allowable EGT.
Lambda probes are fitted to all petrol cars with catalytic converters and are oxygen sensors, monitoring the exhaust before and after the catalyst, to check the catalyst is functioning and to
help the ECU to balance the fuel quantity injected. They are part of the emission control system, and as such only affect performance in a negative way..