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For EGR Cooler, park truck nose down over night and remove EGR valve. Look for moisture in the bottom of the EGR port. For head gasket hook up a pressure gauge to the cooling system and watch for over pressurization. Don't drive the truck!!
A ruptured EGR Cooler can turn into a night mare and should be your first concern!! Coolant can seep into a cylinder and cause a hydro lock, bent rods, stretched TTY head bolts and blown head gaskets. After more thought given I wouldn't even start the engin but would jack the rear tires up 10/12 inches and check for moisture in the morning. Remember a ruptured EGR Cooler is most always caused by a plugged Oil Cooler. Here's where a Scangage2 would have alerted you to an arising situation. If the EGR Cooler appears to be O.K. then concentrate on the Head Gaskets. To sum it up : A ruptured EGR Cooler can cause the motor to crawl out of the Engine Bay and Kick THE **** RIGHT OUT OF YOU