If there is coolant in your blower, it's more than likely the tb gasket. It's possibly the bypass valve could suck it in from lower intake, but I doubt it would be that much.

BTW, you don't have to remove the EGR for headers. I have pacesetters and the EGR was such a tight fit that I got sick of trying to fit the tube within the headers (it slipped in fine when it was off the car for a 'test fit'). Besides, you'll have to disable it anyway if you get an intercooler because it will clog it with carbon buildup.