Failed smog check, hi NOx, no error lights - What to fix?

"Keep in mind that the reason I don’t get tune-ups is that I don’t have any spare money to throw into the car. "

If you don’t have spare money to keep up on maintenance then you don’t have enough money to own a car…NOT keeping up on maintenance will cost you far more in the long run then if you kept up on maintenance.

“Would like to know if I can repair any parts of the EGR system myself – seen some videos, but not entirely clear to me yet.”

Based on the questions you’ve asked…NO…At least NOT unless you plan on spending some time learning. I wouldn’t just dive into replacing the EGR Valve.

“This was – is – my first car, so I’m finding out the hard way about maintenance schedules.”

Your maintenance schedule is spelled out in detail in the owners manual.