I cant see what year your Jeep is on the mobile phone, but 96+ did not have the egr system. On my 95 I did have a leak where the egr tube bolts to the exhaust manifold. $3 gasket at the dealership and all was good again. Kind of a pita to get to, so I ended up bending the heat shield back a bit to get better access.
Also, there should be an exhaust manifold gasket. I have seen them on summits website.
1995 ZJ 5.2L V8 318. 220,000 miles and still rollin.
List of parts not replaced yet: