Finally was able to change my thermostat today.

It took me exactly 4.5 hours from start to finish. Not that hard with help of this thread! Great job OP!!!

About that white connector you mentioned (that connects EGR cooler to some other connector) - you pull white thing back and firmly push it down, I used pliers but was able to repeat by hands as well. Tricky connector I must say. You need to do it in two steps.

All other very close to what was described but I did not take off air hose coming from the intercooler to the throttle/EGR valve (big one on driver side with metal springs), I just undid top part and move it to the left so it clear way to take off shroud. Also, I did not take off intake muffler, it looks like you did that to fight with that stubborn connector. I did not find why else you need to take that off.

All the rest as in DIY.