Blocking the EGR valve on ZD3o DI 2003/ leaking turbo and intercooler
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The attached photo shows the positions where you can block the EGR on a ZD30Di motor. The photo is of my 2003 3lt.
I can't be certain without seeing a photo (send them to me again if you're still having trouble) but it sounds like the intercooler is leaking. The oil you are (most likely) seeing is condensed PCV oil mist - the reason a lot of us fit PCV filters or catch cans.