So I finally got my car in to be fixed this week. The verdict is that, as expected, EGT#2 was bad. However, this tripped codes on both #2 and #3 because of the differential readings between two, which also explains why the CEL would trip even though I was still getting readings on my Scan Gauge. It's not that the probe had completely failed, it's that it was giving erroneous readings.
On a side note, I also happened to notice the valve cover oil leak some others have experienced directly behind the turbo. I pointed it out, and they replaced a failed "cam plug." The leak was getting bad enough that the area was not merely a little dirty, but almost wet with oil on inspection. I'll keep an eye on it to see if it is indeed fixed.