EDIT: on the 95 (through 97 at least for the same part) 4.0 there's another "egr tube" running off the back of the egr valve that is not on the exhaust side of the valve that runs up into the intake manifold.

What is it called? Haha I'm trying to replace mine but can't find the name. Thx in advance!

 

It's literally called "EGR Tube" or "EGR Line" depending on which reseller - so you have it pretty much right

Assuming you mean this thing

 

Thank you!

 

+1 ^^^

The EGR tube runs from exhaust manifold to EGR Valve
EGR valve is bolted to the intake manifold

 

Not on the 95 4.0, there's a tube on the back of the egr valve that runs up the rest of the way into the manifold. I guess it's also called an egr tube...

 

Are you sure you're talking about the EGR valve?

 

absolutely sure. :)