EGR pressure sensor DPFE sensor

While accelerating to enter freeway the rpm's revved up but the car would not go, more than a maximum of forty mph. Thinking my transmission was jacked I took the next exit. My husband checked the transmission fluid and topped it off with transmission sealant because he said it was slightly low. He decided to drive. As he was entering freeway we heard a noise like air pressure being released and the car began to accelerate much easier. Due to hearing the noise we stopped again. This time we discovered the EGR pressure sensor completely melted and hanging by the plug (plug was not damaged). First question, does the sensor connect to the ports or at one time were there hoses connecting it and they blew off? Second question, is it likely that the sensor went bad or do I have a bigger problem with exhaust etc? Thanks in advance!