The Export 2.5 CRD is a great vehicle...much less nannies monitoring everything like the newer 2.8 CRDs.
You did the correct thing by disabling the EGR by blocking up that small pipe on the EGR solenoid...greatly improves open road performance. The fact that your 2003 KJ has done a lot of mileage before you did that though means that your intake manifold is probably gunged up!
There is no problem of high engine temperatures by disabling the EGR...the Elephant mod is to stop oil being fed from the tappet cover into the turbo and hence into the CAC hoses and the intercooler...has nothing to do with the EGR. I do not like the idea of a simple Elephant mod as it drips oil on the paving and has an oily smell....you need a more sofisticated method of collecting the oil!
All turbo engines need a period of idle before shutting down....ecpecially after a long trip at high speeds...I let my KJ idle for about 4 minutes after a long trip at high speeds. Failure to do this will mean early turbo failure.
There is a link in Sams NOOB Guide to the Service Manuals but I will post it here in any case....the 2003 KJ Service Manual covers the general vehicle and has the circuit diagrams but the first thing to download is the "2.5_2.8 Export Diesel" supplement....this is the only download that covers our Export 2.5/2.8 engines...everything you need to know about the engine itself as well as the transmission etc.
http://www.colorado4wheel.com/manuals/Jeep/KJ