Complete nightmare mate
The EGR cooler (aluminium canister below the 'stat) shares a mounting bolt with the 'stat and can't be removed with the 'stat in place because of the coolant pipes from the 'stat, but the 'stat can't be removed until after the EGR cooler because of the shared mounting
I don't know how they assemble the things in the first place
I wouldn't have bothered doing mine had I known how difficult it would be - eventually succeeded by loosening all the EGR pipes to the rear of the engine. Good luck if you go ahead and make sure you get the right 'stat - later ones like your '02 have the EGR cooler connections, earlier ones don't. Happy to help if you get stuck, cheers,
Simon_S