GM dealers don't use dynos, we/they take the scan tool out and road test the car to replicate the concern. It's a simple process, we just go out and drive the car the same way you would drive it, with a scan tool attached, until the problem occurs (in this case, the MIL comes on). At that point, the technician can either observe the data in real time, or record it and review it later.
I understand your issue, and I understand that many have taken a swing at this and missed. The expensive scan tools not withstanding, things like this can often get past the technician if he is not fully competent in scan tool use, or doesn't have a full understanding of what exactly is causing the light to come on in the first place.
I may have been confused by your original post. At this point, you have a new EGR valve and you are only getting P0401, is that correct? And when does this code set while driving, do you have to be going down the highway or at idle? Any sort of clue you can give on that would be helpful.
There was a calibration update to address P1404, it sounds like you got that done at the dealer, so as a result of that, we have the most current software loaded into your car's PCM. No worries there.
Aftermarket cats don't give issues with EGR, necessarily; however, a restricted cat can absolutely manifest itself as an EGR issue, because the computer isn't programmed to recognize whether exhaust back pressure is excessive. Under hard acceleration, if air isn't moving through the engine and down the exhaust pipe as it should, it will skew the EGR, MAF, MAP, and other readings, and the PCM can set codes for any or all of these things as a result of a faulty catalyst. I'd be wanting to test exhaust back pressure, with a gauge made for the purpose. Allowable back pressure is 1psi, measured at the front oxygen sensor port while driving. Make sure your technician is performing this important test.