Exhaust fumes in cabin

While I drive, if I open the sunroof or I crack open any window, the car fills up immediately with exhaust fumes. I believe the smell comes through the HVAC vents. Otherwise, if I drive with the sunroof and windows closed everything is OK. Is this the famous EGR cooler valve leak? Any way to inspect it or to identify the symptoms without going through the pain of removing the Dieselgeek panzer plate and the factory belly pan? VCDS scan returned with no errors, and I cannot really hear any hissing noise. Thanks.

One additional detail: I have noticed that if I place the DSG trans in neutral, the engine sort of struggles to stay on, as the RPM fluctuates wildly between 810-830. I have a new air filter, new fuel filter, no codes stored in VCDS. If I place the trans. in drive, everything seems to go back to normal.

I'm still early in a diagnosis.

Does your car shakes consistently in neutral too at most speed?

My car drives fine in Drive too, but I can occasionally smell exhaust (no other cars around). It shakes a bit in neutral from just rolling to maybe around 30-40mph. Speed doesn't affect how much it shakes and it doesn't shake at idle either; so I doubt it's tires, alignment...

It has various known Turbo issues waiting to be fixed (Boost range not reached, actuator etc).

Just curious...When in neutral, how does the EGR duty cycle behave (if it is still functional)?

At idle in neutral? Closed.