It has 'L35', but not the other two

 

2002 L35 definitely had an EGR valve, no question about it. Which means something has been changed, either the intake manifold or the entire engine. If there is no connector for the EGR valve, they may have changed the engine wire harness. But if the PCM from the donor engine was not installed, your original PCM will keep setting DTC's for the EGR valve, cuz it's not there You'll need to do some research and find out exactly what you have. Whatever it is, somebody has been messin' with it, and they didn't do you any favors.

The two RPO codes that you do not have are:
Z49 is "built for export to Canada" and may or may not have an EGR valve.
LU3 is an "X" engine and is not equipped with an EGR valve.

 

Thanks for your help Captain. I really appreciate it. I will do some research and some poking around and see what I can come up with