Ok, tested the EGR cooler with a hosepipe connected to the spigots no water came out of the exhaust side so decided to do a pressure test on it using compressed air.
Blanked one of the coolant spigots and connected the airline to the other, submerged the whole cooler into a bucket of water and pressurised it to 30psi, no bubbles, so it looks like the cooler is ok.



Thanks.