You were told wrong, the chip can be changed in a 95.
Yes you can bypass the the EGR, or block it off. You can also pull the upper intake off & plug the hole with a freeze plug & remove some of the restriction in the existing intake.
But with the current chip in yr computer you must keep all the vacuum hoses hooked up to the solenoids including the baro sensor mounted on the firewall.
On yr fan shroud there should be a vacuum schematic line routing, all the vacuum hoses need to be attached without leaks with a good vacuum pump. The only one that can be removed to bypass the EGR function is the one that is attached to the EGR valve itself. Plug that one at the EGR valve and if all the hoses are good & the solenoids are functioning you should not get a code on a 1994 or 1995.
After you check the above then clear the codes & then recheck for same & come back with what ya got....