You could blow the headgaskets if it were to start.
What happened is that the oil cooler is clogged on the coolant side and that slowed the coolant flow to the EGR cooler. The hot exhaust gases overheat the EGR cooler in that instance and it will fail internally. The exhaust connection to the EGR cooler is previous to the turbo. The coolant will flow out of the cooler and into the exhaust up-pipe. The exhaust manifold being the lowest point, it will flow into it, then the cylinder(s) that happen to have the exhaust valves open.
The oil cooler and EGR cooler must be replaced as a pair. I suggest going with a Bulletproof diesel EGR cooler
if you intend to keep the EGR system intact.
Also, to prevent this from occurring again, you need gauges.
Engine oil temp, engine coolant temp and fuel pressure are considered VITAL.
EOT and the ECT gauges: Once the truck is up to normal operating temperature, you would compare the two while driving on the highway at around 60-65 MPH on the flat. If you were to see a 15° delta between them, you would know that the oil cooler was clogged and needed to be replaced BEFORE what happened to you happens.
The fuel pressure must NEVER drop below 45psi. If it does, that will damage your injectors.