[Tony D]

EGR Pipe

That should've unscrewed pretty easily...
It is the EGR riser pipe. You need it to pass emissions. If you don't have it, you MUST plug the place where it went into the manifold, as it is a ripe cause of "False Air" problems with the stock EFI...

 

[Tony D]

P.B. Blaster

That's the name of a good penetrant to loosen the nut. Also, sometimes heating the thing with a MAPP Gas torch helps loosen it.
There's really no HP loss from the EGR. You tend to throw off the mixture programmed in the ECU by eliminating it. That, and it's socially irresponsible to remove a functioning emissions component. Bad form. It really doesn't hurt anything, being you don't have emissions testing YET is beside the point.
If it is removed, you must plug that hole in the bottom of the manifold, or you will have one helluva "False Air" signal if that pintle is leaking!

 

[Tony D]

Try Nissan...

It's an Emissions part, and they have to keep availability for those...
You might get lucky.