21 - run the engine more if it was tested 'cold', if warmed up, replace the thermostat, after checking that the temperature is actually off using a thermometer. There are two sensors, one a sending unit on the side of the block, above right of the oil filter. The other, I think, is mounted on the top of the intake manifold in some years, or near the thermostat. They vary. If your engine is slow to warm up, replace the thermostat, making sure it is seated into the housing tightly. Do not cheap out on the stat. Get a good one, Stant or Motorcraft or... pick your own. Do not buy Bob's private label unless it is a Stant or Motorcraft in drag.
31 - EGR not in normal closed position. This is 'known' by the computer by means of the variable resistor mounted on the egr valve. The resistance increases/decreases as the valve opens/closes. I don't know which way is decrease or increase, but you have a 50:50 of getting it right off the bat. Known 'closed' or 'at rest' resistance may be off because of wear, or, as I mentioned, manufacturing error(?) for replacement parts(this was some time ago, so ???). There is a 'known' resistance value for closed, and one for 'open', with values in between. It is not a binary (on/off) system. The vacuum solenoids on the passenger side under the plastic cover apply vacuum, and hold it as directed by the computer. One will 'dump' the vacuum on command(after holding the valve open as you drive) when you bring the engine to idle speed. FWIW.
33 - more of the same. I think you may have a dirty 'pintle' in the actual EGR valve that holds the sensor out of position, and possibly is allowing exhaust gas into the intake manifold at idle.
I'd remove the EGR from the intake, and take it apart enough to make sure it is clean, seats properly, and responds to vacuum applied at the diaphragm, and closes fully when vacuum is removed. If it won't, doesn't, and is dysfunctional, find a good replacement.
41 - sytem lean. You can get that from misfire, which leaves excess O2 molecules in the exhaust stream for the O2 sensor to find... it then says: "Whoaa!!! System LEAN!!!" real loud to the computer. It MAY be wrong if your engine has misfire. The fuel:air mix does not burn if you have misfire, leaving those O2's around for the sensor to find. Get it firing w/o misfire, and see if the 41 code goes away.
tom