Excuse the long post (I've been on an idle-related issue for a very long time now and have tried to learn how modern cars in general and my Monty in particular works along the way...full disclosure I am NO expert, just a shade-tree guy like you and most everybody else here).
Here's a list of interrelated components involved in idle issues:
1) the Mass Air Flow Sensor (aka VAF Sensor...which also includes the
2) Barometric Pressure Sensor and
3) Intake Air Temperature Sensor),
4) the Manifold Differential Pressure Sensor (aka MAP Sensor),
5) the Exhaust Gas Recirculation Valve,
6) the Evaporative Purge Solenoid Valve,
7) 8) 9) and
10) the upstream and downstream Heated Oxygen Sensors on bank 1 and 2,
11) the vacuum lines (there are a lot...under, around, behind the engine),
12) the intake manifold gaskets (again...there's a lot of gaskets between the Throttle Body and the Valvetrain),
13) the Positive Crankcase Ventilation Valve,
14) the Intake Manifold Tuning Solenoid,
15) thru 20) the individual Fuel Injectors,
21) the Fuel Pressure Regulator,
22) the Fuel Pump,
23) the Fuel Filter,
24) 25) the Upstream Catalytic Converters being clogged or inefficient,
26) 27) the Exhaust Manifolds (they commonly crack...resulting in a lean condition reading at the O2 sensors despite being after combustion),
28) the Electronic Throttle Control Actuator (aka our 3.8L's throttle body which also includes internally the
29) Throttle Control Actuator Motor,
30) the Electronic Throttle Position Sensor,
31) and buried deep in the PCM's logic, the Idle Air Control),
32) the Engine Coolant Sensor ... ... ... and honestly, unfortunately there is more.
My point: unless you have really deep pockets you're prepared to open, you can't just throw parts at "the next sensor down the line".
The 3.8L Montero, more so than all the others Monties (even the 3.5L Gen3s), is a highly logic-dependent vehicle. The PCM controls everything, and to do so requires the input of countless sensors before sending out commands to the myriad components that make the thing go. In order to truly diagnose any issues you must be able to put yourself inside this "internal conversation" and accurately understand what the vehicle is saying.
For example, your scan app shows a vacuum reading of 25 in/Hg (timeout...I'm not sure that the Gen3 actually has any sensors that measure actual vacuum, so I'm not totally sure what or where this PID comes from. The MDP sensor is PID #95 and is the measurement of the actual pressure inside the intake manifold, not necessarily vacuum in the negative sense...sorry if this is confusing, it is for me too). Let's assume that the 25 in/Hg is that #95 PID reading from your Gen3's computer (PCM). That would mean that your MDP sensor is reading 84.7 kPa (converted from in/Hg) inside your intake manifold at idle. It's only supposed to be 20.6 - 34.0 kPa. That number indicates a significant vacuum loss, aka leak. Now we have to find out what's causing that leak: vacuum hoses, pcv system leaks, egr system leaks, intake mani gasket leaks...but at least we know where to look. Your short term fuel trims should be showing a lean condition, which then tells your PCM to tell your fuel injectors to feed more gas to the engine to keep the magic 14.7:1 ratio (a conversation...sensor inputs > computer commands > engine actions).
The most important thing to learn first would be fuel trims and how that conversation happens. Very often when I've asked for help regarding my idle issues the first question experienced guys have asked is, "What's the fuel trim #s look like?" The reason for this is because it's the best bird's eye picture of what is happening in your engine's combustion cycle. I've benefitted from Schrodingers Box, and an hour or so spent on his channel learning how fuel trims work will probably be the best hour you've spent all week. As a bonus he has several videos in this playlist regarding how specific components like the EGR, MAF, and MAP contributes to the conversation.
https://www.youtube.com/playlist?list=PLKQS2gNIDMggela-mTBPpzT9P2TeKCgXb
Regarding the JY EGR...I honestly don't know. It could be good, or bad, or clapped out to somewhere in between...or simply not compatible despite having the same connector...or perfectly fine. But it is now a radical in things.
TL;DR summary: you need more data (especially fuel trim #s) before replacing anything else. Look harder for vacuum leaks (get a scan tool and monitor short term fuel trims while putting propane around the intake manifold...vacuum leaks that suck in propane will show as a rich condition (-%) even if you don't notice or hear a change in rpm).
Instead of sensors your next purchase/acquisition needs to be the Factory Service Manual (find Michael Brown on here...he's got links), a scan tool that reads live data (especially short and long term fuel trims), and a decent multimeter that reads voltage and resistance. I'd rather you spend good money and time on these than replacing expensive sensors and components.