the nut is on the back side of the manifold for the egr. 10 mm iirc.
car on stands, jack under the middle of the rear frame, remove the bolts, then lower the jack about 2 to 3 inches and the rear manny will slide out, change that sway bar, then put the new header in the same way the old one came out. jack up the frame and bolt it down. (or up as it may be lol)
dont lower it too far you'll tear the shaft apart rack to column.