Retrieved the car from the dealer who claimed the EGR cooler and DEFMU need changing and called the dealer who sold me the car (this one is less convenient to reach from my office and I didn't like the way they handled the alternator bolt recall).

They offer to look at it. When I get there the car flashes up "199 miles to no start"..... Now I am wondering if it is simply out of DEF and the first set of super stars never bothered to check the level. It is a bit strange that the CEL come on before the DEF warning but who knows.... I thought that the DEF refill lasted more than 9000 miles but maybe not, or maybe it was not actually refilled before I bought it, service records notwithstanding?

Trying to read threads on other people having issues with DEF. My car does not smell of diesel fumes and seems the EGR cooler may have been a red herring. I'll see what this set of guys comes up with on Monday.

I have a complete history of the car and it seems to have run without needing the parts swap. It seems that the EGR equipment replacement was a voluntary campaign....

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2003 4.4i black ext./black int./black headliner (kid's runabout)
2014 535d X-drive, M package, silver/black interior

Sold but not forgotten:
2009 E70 35d, black ext./black int./black headliner (sold 2021)
2006 4.8iS Le Mans blue/cream int./black headliner, SOLD in 2012 sadly...

Other hardware:
2015 Cayenne S (wife's new DD and definitely wroooommmmm)
2016 Tundra 1794 edition crew cab, luxo hauler
2005 Tundra crew cab, weekend hauler. Sold after 150k very happy miles.