My 2011 RR TDV8's engine management light came on today. Luckily it is still under the approved used warranty but just wanted to check if EGR valves are covered? The warranty documentation says exhaust system parts are excluded but not sure if that is meant to include the EGR valves.

Yes, pretty sure they are. They would be included with the engine. 2021 D350 Fifty Edition - Carpathian Grey
2017 4.4 SDV8 Autobiography (2021-2024) - Santorini Black
2012 4.4 TDV8 Westminster (2016-2021) - Santorini Black

Yes, mine was covered... replaced without question 2005 L322 Vogue Gold gone
2006 L322 Vogue Black gone
2011 L322 Vogue Silver gone
2011 L322 Autobiography Black gone
2015 L405 Autobiography LWB Black gone
2019 L405 P400e Range Rover Autobiography LWB Eiger grey / black roof gone
2001 P38a 30th Anniversary Wimbledon Green gone
2019 L405 P525 Autobiography LWB British Racing Green

Although the EGR is attached to the exhaust they are actually part of the engine emissions system  Yesterday I couldn't spell Engineer... Today I are one!
Inventor of the 'Guide-o-Matic automatic wheel alignment tool'
Former long term L322 owner, Up/Down graded to a Classic Tractor!