New engine, same bs.. advice needed

Well, finally have the new rebuild motor in, got it broken in, then one day i noticed a considerable power loss, and when cold and starting off, a little backfire through the intake, not undrivable but enough to know its not right. pop the hood hear a air leak, narrow it down to the EGR, replace the gasket just to find out that the nut where the pipe from the exhaust is leaking. The thing is that the EGR wouldnt cause the backfire, but could contribute to the loss of power.. the leak and backfiring also came with a little valve chatter all at the same time, long story short i need to get this fixed asap. I know this is put together bad buy hey i hope you guys will get the idea.

Now that i see the EGR, Mass air flow sensor, and an o2 sensor are the culprits, my wallet is going to be hurting a little more once again.

New MAF now, but can still tell a considerable power loss after getting warmed up, and somethings leaking bad, no smoke, steam out of the exhaust. You can feel hot air blowing by sticking your hand close to the EGR, but the leak is actually under the egr somewhere. oh my, here we go again.