While I have never heard of a confirmed EGR leak, they can certainly occur. The valve is NC so a failure would likely happen in the closed position. I removed the EGR system in my 1994 w/o any noticeable effects of any sort. I do live where no emissons are required so as to that I cannot attest.
Removing the system would eliminate a variable or possibility. Trans has to come out. Plenum too. Even then its a bitch. Good fortune on your endeavors.
PS is you have a CA car or a '94 or later, you have to keep the temp sensor connected to the harness so the ECU sees it. If not the check engine light may go on.