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EGR is exhaust gas recirculation system, it basically sends a fraction of the exhaust gases into the intake to control emissions. CCV is crank case ventilation system, where the oil vapors are sent back to the air intake.
glow plugs are in the cylinder head, buried under lots of other bits, they are very small these days too so harder to find if you dont know what you are looking for.
The newer glow plugs in the 1.4 and 1.9 engines rarely fail so dont worry too much about them for now.