I was told that this might be the EGR Valve either is clogged or going bad.
On a dryer exhaust...yes. If you are talking about an exhaust on any kind of engine....NO> It will probably catch fire in a matter of minutes.
Breathing from the exhaust exit, one would pass out after about 8 minutes
Turn the vehicle on then look into the exhaust for 5 minutes
Answer: there is an obstruction in the exhaust system.
Condensation in the exhaust train is perfectly normal. It should dry out after several minutes. If it smells like antifreeze, suspect a bad head gasket.
You should have the exhaust system checked. If one or both catalytic converters are getting plugged up it will cause the exhaust to back up and eventually shut down the motor. Make sure your oxygen sensor is working properly. Take out the oxygen sensor to let a little more air escape and if it improves the motor function then you know it's in the exhaust. Have your timing checked and fuel purity (dirty gas tank or filter).
Maybe : a crack in exhaust manifold that closes when hot.
Kinda-sorta. Some cars may overheat eventually when there's no airflow going through the radiator and the engine bay. Others may not run quite clean, which can cause soot to build up throughout the exhaust system. But a few minutes shouldn't be a problem.
The particles will diffuse and eventually spread across the room.
Could be that the muffler is clogged, it is running extremely lean, or there is unspent fuel burning in the exhaust pipe. This is not completely uncommon and may not be a sign for alarm.
An exhaust leak would not stop after a few minutes. Sounds like you have a choke problem.**Alternative answer**I took my Escape in for a similar problem and it turns out that the exhaust manifold had cracked and it was making the noise you describe as the exhaust was escaping through the crack. It goes away after the metal gets hot and expands, temporarily sealing the crack. Quoted cost to fix is $1800. yikes.
Maybe she needs some exercise and feels cooped up or confined . .. or she's just HYPER.