Got a second cable today to test out whether it was a cable issue. Same thing, not different.
To better explain, I'll annotate what happens.
1) Car starts up fine, no CEL
2) Drive around, sounds like the engine is cold (because it is) - has that gritty sound
3) Warm car up till temp gauge is where it normally sits
4) Accelerate slightly at 60km/h, here gritty noise (may be normal)
5) Leave foot on pedal without accelerating, cruising at 60 km/h, here some pinging noises
6) Put on cruise at 60km/h, still some random noises but not loud clunks or thumps
7) Put in park with handbrake on and rev to 2000rpm, clean engine sound, no pings or clunks or noises
8) Shut engine off, shuts down a bit harder than without EGR module. Shakes a bit harder and more abrupt
9) Engine feels cooler than without EGR module -> coolant in overflow bottle is cold, most of the hoses are relatively cooler, and not getting blasted by a heat wave when popping the hood.
Suspect that it could be the EGR valve staying slightly open and flapping about?
Not sure if injectors?