I've pondered this for a while. The Plus 4 Duratec I'm familiar with doesn't have a take off for exhaust gas. From the manofold to the tailpipe its all contained. There are certainly EGR valves shown for the Duratec in Fords, and a gasket listed on one website, but if such a thing is fitted, and I can't recall having one on my Duratec, it would be in the inlet manifold side. So the error code might be related to readings from the O2 sensors?
Check that the wiring loom from the sensors is not brushing the exhaust. A burning plastic smell can't appear from nowhere, so something is getting hotter than it should, and triggering the light.
Good luck!
