1996 Ford Explorer - P0402 P0420 Emissions & Heat Issues

My check engine light was on and off periodically after I bought the car in 2003 (mostly on). I was getting code P0402 [Exhaust Gas Recirculation Flow (EGR) Excessive Detected] and replaced the EGR sensor - check engine light went away for a few months but then came back on. It's been on steady for over a year and it's time for emissions test again. I checked the codes and now it's got both P0402 and P0420 [Catalyst System Efficiency Below Threshold (Bank 1)]. Also, for the past few years the heat has had some issues - cold air only comes out if you are on Max AC, every other setting is Heat and the Hot/Cold temperature knob has no effect - it's always the same amount of hot no matter which way you turn it. Not sure that any of these things are related, but any ideas as to what these problems may be?