Hello and thank you for using just answer!
You said 1410 came up first....how long ago was this? or did all these come on within 1 drive cycle? What I am trying to determine here is if you had a longstanding issue that you ignored and now have several issues or if these all came on at the same time...
P1410 and P1411 are related, you need a complete new EGR valve with the sensor built on, not a bad repair or to costly as long as you use FACTORY brand parts you shouldn't have any issues.
P0135- cmpletely seperate issue, the heater in the o2 sensor that is located on the exhaust manifold at the back side has failed, you need a nee sensor there, the P0124 you listed is not a valid code #, I think you meant P0125 which sets because of the 0135 code.