The job turned out pretty straight forward and lot easier that I had feared it would be.
I feared I would have trouble with the fittings because of heat, rust etc.
But, thankfully, all fittings came loose easily, including the egr tube(I used a short crescent wrench,and soaked with PB blaster beforehand).

I used the copper High temp sealant on the gaskets. Im still not convinced it was necessary. And I used cooper high temp anti sieze on the studs.

Also, the gaskets, I got from Napa auto parts and they were not what I expected. But I used them anyway. The gaskets were made with some cardboard "looking" substance, and there was a metal sheet installed in the interior. The metal sheet was situated more to one side, and I decided that the side favoring the metal sheet should face the head. Was that correct? I feel it was.

Also I'm wondering: Why did these fittings come apart so easily. Is it because volvo chose to use better quality materials? Luck? what?

Thanks to all the guys who responded to my postings and provided all the great insight.

S.