The 02 sensor code was probably a result of the excess oxygen in the exhaust stream. It is quite possible, with the misfires, and the fact that it run good with the EGR disconnected that you have a restricted exhaust. Are the multiple misfires consistent with one bank or the other(even/odd cyls.), Remove that sensor(pre cat) from the exhaust pipe and see if misfires diminish. Most common is a catalyst that breaks apart inside and starts clogging. This can occur at higher rpms, as bigger pieces are displaced with the velocity of air. It can also come on after a shutdown, when the particles settle in the bottom, and then progress with exhaust flow.
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Tuesday, March 23rd, 2010 AT 7:28 PM