Patrick
#1 are you sure those DPFE tubes are reattached to the EGR tube? I bet they are, but it never hurts to check.
#2 I had my cats replaced by Ford. My main cat used to sound like rattling rocks when the car was cold. CEG pointed out that Ford had a recall on that cat. I'm not sure on the other cats. I believe they did replace mine however.
#3, if DPFE is okay I may be the cats. Does your main cat sound like a kettle full of rocks when the car is cold?