4 mpg?? You don't drive with the pedal to the floor, I hope? 18 highway is exactly what my '04 does.
Just had an idea: the trouble codes point to the O2 sensor
heater circuit. Turns out, all 4 sensors' heater elements are fed by one fuse, in the battery junction box, under the hood, appears to be fuse
#41 , it's 15 amps., see if that ***** is blown. If it is, none of the oxygen sensors will work properly, and fuel mileage would likely be lousy. If it's blown, and the new fuse blows, then too much current is being drawn for some reason, first choice would be a failed oxygen sensor. If it blows right away, quickly, isolate the sensors one by one by disconnecting them, you may need a bunch of new fuses-- If it blows with ALL of them disconnected, a short circuit exists somewhere between that fuse and the sensors. Look for harness melted on exhaust pipe maybe.
Here's something else: P0443 and 446 are both Evaporative Canister related: the vent is powered by a solenoid which is fed by the same fuse. I'll bet it's blown. If it still blows with O2 sensors disconnected, the canister solenoid may be shorted. I'm writing as I follow this wiring, page after page of it, now spinning wheels: fuse 41 also feeds the PCM Power Relay, if it's blown the engine won't run at all.
I'm stuck. Check the f..kn fuse anyway. Do you want me to post the wiring diagrams? If you understand schematics, I will, otherwise they won't help you much. Your call. Sorry for walking you through the **** for nothing! imp
Edit: P0403 is not shown on my trouble code list, but you said EGR related. The EGR System Module, which I suspect is built-into the PCM itself, also receives power from fuse #41.