May be my first and only post to this forum since I am selling my XF soon. But this drive cycle thing has been killing me for awhile, replaced egr, verified pressure, new battery, a few other unrelated parts with the same issue persisting. After restarting the battery connection a few times, drove well over 30,000 miles doing the specific drive cycle and still no set EGR flag. Took it to a bunch of shops around San Jose and they didn't even want to look at it.
Recently the crankshaft sensor started to flag the computer which caused the car to cut power steering and drive upon receiving the error. (Note: resetting the computer via battery terminal will clear this flag and allow you to drive again for a short time in a pinch) Anyways, after replacing the sensor and driving around normally for a week i checked the reader to find all the flags have been cleared! Looks like I wont have to pay a premium for that smog guy again.

Hope this can help somebody out there.