Protege5 Odd Clutch Related Issues?

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2003 Mazda Protege5
Hello gang, I have yet another dilemma plaguing my P5.

A little background information:

My issues started occurring following the installation of my header off of a member from here. Install went fine, but of course it was one of the "EGR challenged" ones. Out of frustration my dad and I went about solving that issue in probably not the best way...by bending the EGR until it lined up. Car now has a CEL, and I properly installed nonfoulers before I installed the header so I believe the CEL is EGR related (which may explain my slight decrease in fuel economy as well).

Okay now up to the present. When starting my car on a cold start, the car will idle high as usual when its really cold, then will drop to near stall and bounce a few hundred RPM before spiking back to the RPM it was at before the drop. So it may go from like 2000 to 700 to 1000, 700, 2000. This also happens when driving while the engine is still cold, sitting at a stop sign the car will almost stall, shaking and vibrating, so I have to give the car gas and rev it to keep it alive.

Also, while the car is cold as well, when shifting gears the car will hesitate in a way, gas pedal can be floored and car will not accelerate then will "pop" in a sense up to speed and back to normal.

I've asked a couple of friends of mine and I've heard checking multiple things: The CEL obviously, my EGR tube for leaks, my EGR valve for carbon buildup, and my clutch line for a leak.

What do you guys think this could possibly be?
 
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