I'm almost positive it's leaking at the bellows. You say you removed you up-pipe yourself? How hard was it? Is it worth paying someone else $400 to do it. Like I said, I'm still recovering from deleting the EGR.
Yes, I did it myself. I don't think it was as bad as removing the EGR, but it felt like it at the time.
I've heard you can get that pipe out whole, but I couldn't figure out a way to do it. I ended up cutting it in two places, and it was still tricky to get out. I made the bottom cut with a sawzall, and the top cut with an oscillating tool and a small hack saw. There's probably an easier way, but I got the job done.
Drilling and tapping the block off plate is easy, obviously, if you're familiar with doing that kind of thing. If I remember right it's 1/4" NPT thread. The flare fittings for the sensor are 5/16" JIC, which is somewhat uncommon.
Some people reuse their EBP tube and fittings. If you're going to do that, I'd recommend bending it so that the EBP sensor is higher than the other end of tube. I think moisture could condense in there if there's a place for it to sit. Some people choose to shorten and re-flare the tube. I chose to eliminate it altogether and use a straight NPT to flare adapter and a 45 degree flare to flare adapter.
I had to extend the wiring to the EBP sensor, but that was easy. If I remember right it's just 3 wires that need to be cut and have an extra 12" or so soldered on to them.
As for whether or not it's worth $400, I guess that depends on how much you value your $400. I have a hard time parting with my hard-earned money, especially for something I can do myself, so I did it. I'd say it took me a solid 4 hours to do the job, at least, in addition to a lot of frustration and scrapes on my hands and arms.
Oh, and speaking of scrapes on your arms, it would be helpful to have an extra pair of hands while you're bolting on the relocated block off plate at the back of the engine. It's not possible for one person to get 2 hands back there. I used magnets to hold bolts in place for me, but having someone else helping me would have made it much easier.