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EGR valve? if you go on any car specific facebook group e.g. Audi B9 TDI its just people talking about removing the DPF, AdBlue and EGR valve, which makes your car stink.
I think with diesel just keeping on top of your servicing, using a fuel additive and/or premium fuel and some regular long trips keeps it going.
The torque on a diesel engine is a lot of fun, interesting that Audi moved to diesel for their S models
DPF and Adblue system. What else?
Dunno. Had an emissions system failure on a modern new petrol engine within 6000 miles. Suspect all modern ICE stuff is just super complex / shit.