My thoughts, in modding an engine you should be working to keep the EGTs down. Larger intercoolers bring EGTs down and increase power, my thoughts are that they shouldn't be an "if needed", especially if the ECU tune is being altered for more power, which will increase EGTs. If something brings the EGTs up, something has to bring them down again so you don't have a hot engine that wont allow you to use the HP when towing or on highway hills. 
Yep EGR, easy done. 
Extractors, as in true extractors I've never seen for a Td5? Fabricated manifolds that I've seen I wouldnt have called extractors, but they sound good. 
Exhaust, from what I understand, the biggest choke is in the flex on the down tube, the rest is ok. I've tried middle muffler in/out and noise was the only difference I could note. The only Td5 exhaust system that I've heard about that actually does make a tested real difference is the TaiwanXP system. I'm pretty sure it was DPL that tested it and raved about it and I think Tombie may have tested it also. It comes out of QLD but I've just seen Perth dealers. 
Landrover Discovery TD5 Wagon - 4WD Performance Exhaust Upgrades
The transition in pipe size should blend sizes just after the turbo, it shouldn't step up, that wouldnt be incredibly crap design to do that. Manufacturers and builders go to a lot of lengths to port match to increase efficiency and power, a step in the exhaust system would be a big move in the opposite direction.
 
			
		
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