OK, now to answer some of your other questions.
The EGR Valve Vacuum Solenoid Location - I do not know. For the moment do not worry about it.
The P0404 EGR Valve Code - Before you go replacing any more parts, diagnose the problem as it will likely save money. Remember, a Diagnostic Code is telling you there is a problem with a circuit or a system. It does not tell you that a part is defective. Now, please go to the following link and read what the P0404 codes means and how to diagnose it (by the way, the Buick Regal is essentially the same mechanically as a Buick Century_:
The error code P0404 in a Buick Regal indicates that the Engine Gas recirculation (EGR) valve or sensor is out of range or that its performance is out of
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Location of the EVAP system's charcoal canister - in front of or behind the driver's side rear wheel.
Do not change the EGR valve or EGR valve Solenoid until everything else has been sorted out. You will not cause any damage to the engine. In fact, the P0404 code might be the result of another issue such as the EVAP system and the engine running rich code. Also, the P0404 code might be "cured" by fixing a wiring problem or reseating an electrical connector.
Any other questions?
Good Luck!