Have you smoked the exhaust system? Pay particular attention to the rear O2 sensor - your fault description is too lean, but your CO & Lambda indicate rich.
If the rear O2 sensor is cracked or the convalute section of exhaust is split the rear O2 sensor can drive a rich mixture on these while logging the lean fault.
Can you access Sensor 2 reading on your scanner or scope it to see what the sensor is reporting back?

The EGR vent smoking is nothing to worry about, it is just a vent & they all do it. The pipe goes nowhere - just hangs, some are fitted with a one way valve.