Hello again, looks like the Endura version with the turbo and intercooler, i had 2 (non turbo though) engines like yours in an escort van and a fiesta box van, the fiesta was very revvy and quite quick, the escort was gutless, underpowered and would not rev, (did not have that one for long!)
the turbo is tucked behind the engine - under the inlet manifold, so thats why you can't see it, the intercooler is the black plastic bit at the top/ front with "turbo intercooled" written on it (its a little bit of a giveaway!) - the non turbo puts out about 60Hp, the td about 70-75 and yours (turbo intercooler) about 90Hp
it looks like the part with the MAF/ pipe can be seperated or cut from the airbox, so with a bit of bodging - you could probably fit the K&N and keep your MAF / pipe - i still doubt it will improve the performance much though
Apparently these are hard to tune/ improove but advancing the pump timing can make a big difference
i just pumped my tyres up to 40psi and ran with the minimum weight in my vans - often these things carry a ton of junk you don't need
Start a post asking about the best way to tune these engines (ask the right question - "not how do i fit a K&N" - but "how do i get more power cheaply/ easily") - there are a lot of knowlegable people on here that will probably have spent a lot of time/ effort/ money to find these sorts of things out - so you don't have to - rather than messing with the wrong thing/s, you may be better off following the advice of someone who has learnt (at great cost) what works/ does not work (not me - i just know the K&N does not work!/ i work on different engines )
You can get a blanking plate for the EGR (solid, stainless steel online - about a fiver) the van should run a bit better with it fitted, it does not need an EGR and will pass an MOT with it fitted, and should not cause problems, the (unblanked ) EGR will have probably gunged up your inlet manifold, ideally you should take the inlet manifold off and clean it out (messy job) best to stick the plate in anyway