Im wondering if the seals in the turbo are blown and your shooting oil out of the back side. Depending on how easy it is, it may be quick and simple to drop the down pipe and look for signs of oil. On my pickup that would be a pain in the donkey... On my fire trucks, it would be a cab tilt and 10 mins of work. Really hoping your valve train is ok. But I looked again at your pictures. The EGR valve is disconnected but there are still gases getting to it. Buy the delete kit. If you can't afford it, throw a freeze plug in the crossover tuber (shiny tube runs across the front of the motor from egr cooler to EGR valve. Throw it on EGR cooler side.
Exhaust side of turbo is almost impossible to get to. It's pretty much in the transmission tunnel of the cab. I will get EGR delete kit. Wish I could do EGR cooler delete too but the kits out right now I don't think will work. I believe my cooler is in a different place. Gonna try to get to turbo. Seems like the gases coming out of the hole on EGR valve is wet. Even the water seperator has specks of oil on it