An unusual video, that might be less than helpful to someone who knows nothing about the car - but it does show some components from a new perspective! I'm guessing it must be a fairly high-mileage engine - but the EGR cooler seems to be not blocked or indeed, particularly dirty. Also no signs of blocked EGR ports in the inlet manifold. The metal tubular structure above the yellow X is a PCV gas cooler - a tubular heat exchanger, where the gasses flow inside a water jacket on their way to the inlet manifold. The pipes are also insulated (I've often seen OCC's filled with water - may be because the gasses were allowed to cool too much?)