Most states wont pas a CEL FYI, some states dont require diesel engine cars to go though emissions like MD, any car older than 7 years old is exempt and most states are 100% exempt and its crazy that the popo (feds) and the TDI emissions scandal thing happened, i guess it has to leave the assembly line compliant.
Anyways, your EGR is not working right, check all your boost lines, including in the ECU, replace if there questionable. EGR is non replaceable on the AHU, dues your engine have a smooth short black valve cover and a smooth valve body on the IP, or is it aluminum (silver) tall vale cover and a ridged valve body on the IP? the 98 1.9 was the AHU and the ALH motors, the AHU has a built in EGR valve, it goes bad over time, your car is 20 years old now so go figure. Replacing it requires buying a new intake manifold or if your mechanical skilled, you can hack the EGR apart and repair it, but its tricky and a higher level of knowledge to repair it right. The best fix is to get a PD150/PD130 intake, and a new EGR for it and an adapter to your stock IC pipes. OR you can get a tune delete from malone for your ECU and delete the EGR, if your a daily driver in cold winter lands, dont do this, it helps warm up the engine. No matter what you do, unless you replace or fix the valve it will have a CEL with no tune to fix.