Was your A9L ECU from a vehicle that used an EGR valve?
If so you will have one or several EGR codes in memory.
ECU needs the circuit inside that controls the EGR valves vacuum.
There were a few types of EGR systems, most used a 12volt solenoid hooked to intake vacuum and to the EGR valve, the computer would pulse 12volts to this solenoid to allow a little or alot of vacuum to pass to EGR valve so EGR would add a little or alot of exhaust gases to intake air.
The difference is in the sensor that tells the computer how far open the EGR valve is.
Older models use a sensor on the EGR valve later models used a DPFE sensor.
Your ECU should have a model year in the number on it, first 2 digits, like E9 would 1989, F1 is 1991.
Then look at that year Mustangs 5.0l EGR system.
If it doesn't have/need a sensor on the EGR valve then yes you could use the explorer EGR valve, but use the Mustang EGR solenoid and sensor
EGR system lowers the combustion temp in the cylinders when engine is under load, this lowers the NOx emissions which spike high as cylinder temps climb.
As a side effect it reduces possible knocking/pinging caused by pre-detonation of lower octane fuel when cylinder temps get too high.
Unless you are getting pinging I doubt this would effect MPG.
If ECU was suppose to have an EGR system then yes it could cause changed spark timing with no EGR present with lower MPG
The ECU would use a less aggressive spark advance with no EGR feedback from sensor, so less power and less MPG
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