That tube can be a real pain to get off. Try soaking the nut and threads
in 'PB Blaster' penetrating fluid for a day or more without driving the
car. If you start the engine too soon, the heat will evaporate the
penetrating fluid before it's had time to work. Even so, it could
require some heat from a torch to loosen the nut. It might be easier if
you remove the entire assembly with the EGR valve and tube still
attached so you can work on the nut but I don't recall if this is
possible on the 1.9 engine. If so, you would have to loosen the nut on
the other end of the tube at the exhaust manifold and that could be just
as difficult. I suppose you could cut the tube at some accessible
location if you intend to replace it but you would still have to get the
tube nut loose on the exhaust manifold. My experience has been that the
nut on the exhaust manifold is usually easier to loosen than the EGR end.
The EGR tube is a dealer part and it's not cheap. The lowest online
price I found was about $170! That would make me search the junk yards
for a good one before paying that much for a new one.