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It connects the passenger exhaust manuifold to the turbo y-pipe. It is a straight piece of pipe that does not have the OEM flow path to the EGR cooler.
If someone was messing around with the y-pipes, then I would look for the exhaust leak there. That metal is notoriously easy to crack. It could be as simple as just not tight enough connection, but I would make sure that the y-pipes aren't cracked.
I think that's my problem.... So now where to get a new y pipe
Depending on the damage, a good exhaust shop might be able to weld a fix for it. They just have to know what they are doing though.
Other then that, I tend to get my parts through Ford. I find that it's just easier that way when it comes to parts like this. If you shop around, you might be able to find some 3rd party places that could fix you up maybe even better and cheaper, but I don't have that kind of effort in me.