OP has a EGR delete so upgrading the EGR cooler is a moot point. The issue with the EGR cooler is the oil cooler coolant passages plug up and the EGR cooler is starved of coolant so overheats and fails. With that out of the way...
The 2006 engine uses the EGR valve as part of the radiator fan control system, and if the EGR valve is disconnected the fan will not operate correctly. Some say you can over-ride this with tuning, others say plugging the valve back in is enough. Thermostats are a known issue, they usually stick open but can stick closed, easy part to change and not expensive. The dash gauge reads in the center for a wide range of temps, from around 160 to 230 degrees, because Ford thinks those temps are normal. Trans temp gauge is similar, reads center from around 120 to 200 or so. Oil pressure gauge is hooked up to a switch, not a sender, and reads in the center for all oil pressure over 7 psi.
Edit - you should be able to program the Edge Insight to read the fan RPM (FSS). The PCM uses several things to determine requested speed, including EGR, trans temp, coolant temp and I think air conditioning. The fan runs all the time, is variable speed and normally is on pretty high around 215 degrees. If the fan comes on it pulls the coolant temp down quite quickly. Not having the EGR valve in place and hooked up is supposed to make it impossible for the fan to come on high but I have the EGR system as stock in my truck so I don't have personal experience with a delete.
Brian
