Well the EGR system only comes on at select times during driving; these are a few conditions that must be met for it to be on:

Engine coolant temp - Greater than 82°C (180°F) .
Throttle position - Within the expected range for the engine speed.
Engine speed - 1700-3000 .
Load site range - 2-7 (requires road test)

It also requires a steady throttle possition and engine speed for at least one minutie. In other words the EGR is set so that it only comes on during cruise conditions. So yes, it does rob some power but the power will only be robbed when you are not going to notice it.

The air pump can be removed by just removing the air pump itself. The vacume solenoid should be left inplace and pluged in. This will fool the ECU. My JEPC just broke on me so can't get the exact part but there is a part inline of the hose that sends air to the manifold. I think it is a check valve, this and the rest of the piping that follows should be left in place.

When I took mine off I had one hose come out with the pump and that was the hose that went to the air box. Ziptied and left the rest; that is until I found the metal hose that routed around the head was corroded through, then I just ripped the whole thing out and plugged the inlet at the manifold.

 

A clogged pipe ( the one going from the EGR to under the intake manifold) if plugged up will cause that CEL as well. You can disconnect both ends, get some speedometer cable and a drill. Spray carb cleaner in the pipe by the egr and wait ten minutes, using a compresso,r blow air through the pipe, you may even hear a pop, which would be a good thing. Then attach one end of the cable to your drill, and rotor router it through the pipe. You are going to see a bunch of crap come out the open end under the intake manifold. It is time consuming, but just one more thing you have eliminated.