It appears Bosch 0280000951 (Volvo p/n 6842115-5) may be a non-EGR ECU. In the Volvo 240 Pocket Data Booklet it's not indicated either way, but is shown as non-EGR in some online databases.

One way to determine whether or not your ECU supports an EGR valve is to disconnent the temperature wire. Start the engine and you should get a Check Engine light. Then switch off and read the codes. In port 2 (fuel ECU) you should get code 3-4-4 "EGR temperature signal absent or faulty" (if it supports an EGR) and in port 6 (ignition controller) you should get a corresponding 4-1-3 ("EGR temperature signal absent or faulty" (if it supports an EGR). If you don't get these codes then there's no sensing of how hot the exhaust gases are getting when the EGR is opening. Now as I recall, I accidentally left the temperature wire off once and didn't get a code until I'd driven for a good 20 minutes, so keep that in mind if you don't get a code and try driving with it disconnected for a while.

Now it turns out it's the ignition controller that operates the EGR valve. You might need to go through the Bosch p/n exercise again to figure out which of the EZ116-K controllers support or don't support EGR (I'm unfamiliar with that). Simpler is to use OBD DTM 3 in port 6 (ignition system) to continuosly operate the EGR, which you can either feel with your hand or hear (see the FAQ). If you don't hear or feel it operate then either the EGR valve is faulty (as in stuck) or the engine can't support an EGR valve.

In such a case, it may be just as simple to delete the EGR valve (plugging off the ports) than trying to find the right controllers. Running without an EGR valve doesn't really matter, it's mostly for emmissions, so isn't a big deal unless you're subject to emissions inspection, in which case you may flunk.
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Dave -still with 940's, prev 740/240/140/120 You'd think I'd have learned by now