Is it my EGR valve? and where is it located?

Hi everyone. Wonder if anybody can answer this for me.
My van is an 04 scudo 1.9diesel non turbo with 37000 on the clock.

Firstly When I start my van from cold from cold in the mornings I get a clack clack sound for about 2 - 3 seconds then the engine quietens to its normal sound, is this just because the oil hasnt reached the valves/top end in time or could it be due to a faulty EGR valve?

Secondly when I drive off from cold the van tugs quite a bit for the first mile or two then evens off. Even once the van has warmed up though after being driven all morning, there is still an underlying tugginess to the acceleration when you initially touch the accelerator. After the inital touch, you can then press down firmly on the accelerator and the van accelerates smoothly. Its not a severe tug but it is there.

On the motorway the van sometimes seems to have flat spot or a blip just as I go to accelerate, but once shes accelerating its fine. Have tried injector cleaner but this didnt change anything.

I had an air mass meter replaced by fiat when I first had the van 6 months ago as it failed after my first fortnight of ownership.
But I think this other problem, after reading posts on this forum could be due to the EGR valve. I have checked all hoses for leaks etc and the air filter is good but have found nothing.

Am I right could it be the EGR valve?

Shouldnt I get a light on the dash if it is?

Where is it located?

I have read the posts about it and people say its not too bad to change. But as a diesel newbie I dont know where it is, except that I think its attached somewhere in the steel pipe that couples up with the centre of the air filter housing on the left hand side.

Can it be changed from the front of the vehicle or do you have to work from underneath? Also what price do they go for?

Many thanks in advance for your inputs.