2003 Ford Explorer Multiple probelms

I have a whining nosie coming from engine when in park I think it might the air intake but not sure only hear it sometimes. I had my car scanned at autozone and they said it was my egr valve.I replace egr valve with oem one and I also replace the egr valve sendor still has probelm when I unplugged the air sensor next to the throttle body the check engine light went away when I plug it back in the check engine light comes on again. Im'm also getting mpg so I recently did an oil change and spark plug change also a fuel filter change and did all my diff. Fluids, transmission fluid. Etc. Still getting bad gas mileage my tires are perfect and inflated corredtly and I just replace my air filter I think it has something to do with the check engine light. Give me any info