Wow. Just remember for future reference that obd codes just tell you what systems are affected and usually not what's broken. For instance, not saying that this is exactly the case for your vehicle, but a broken vacuum line could throw a code for any of the aforementioned parts you changed.
In your case you probably complicated the matter by switching parts. So the new parts are either functioning properly and compounding the problem because they're reading more accurate than the old sensors; Or they're not installed properly and are adding to the problem.
First thing I'd start with is testing the parts you installed to make sure they are functioning properly. For the EGR you can easily test that with a can of carb cleaner. With the engine running spray a little bit into the EGR. If the idle jumps up then it's either installed incorrectly or your new part is defective. If nothing happens to the idle it should be working correctly.
For the MAF and O2 sensors youre going to need a multimeter to check the voltage readings to see if they match vehicle specifications.
Once youve checked that those things are working properly, I'd start with the intake tube. Remove it ensure that there are no breaks/cracks in the tube. You'd be surprised at how many idle problems are caused by well hidden cracks on the intake tube.
Then, with the intake tube remove inspect the movement of the throttle valve. Make sure it moves freely and doesn't stick from carbon build up.
Once that's done, I'd probably start checking the condition of my vacuum lines. Don't only look for breaks but colapsing lines. I've found a/c vacuum lines that colapse closed when on under load. If you can't find any bad lines then, with the engine running, you can start spraying carb cleaner around suspected vacuum leak areas.
This is a long write up. So I'll save the rest once you've checked or hopefully someone has some better insight into your exact issue.
