On the 2555, a brother to your tractor, they have a software update that adds a little more ooomph to the movement of the EGR. Along with a good cleaning, that solved all the problems I had originally on my 2555. The EGR can be cleaned by unpluging it, then removing it from the tractor. It has a metal gasket that will allow you to reuse it. The EGR can them be cleaned [ soot removed ] by spraying it with brake cleaner, with a little rubbing with an rag. Once you get it clean, then put it back on. You need to run the thing at fairly high RPM's, and not lug it around at low RPM's which will just soot it back up. Again, this is for the 2555, but might work for you. Another thing that will set the MALFUNCTION light is turning the key to start without waiting a few ticks for the computer time to start up and things settle down. I start mine and allow it to idle down [ computer starts it up around 1100 then calms down to 800 on mine ]. Once it hits 800, I bump it up around 13-1400 while I am getting it ready to take out of the barn, run it out at this RPM, then let it chug outside for 5 minutes or so at that speed. Then bump it up to 2K or so and take her out for work. In the winter, if your 2565 is similar to mine, you might have to partially block the radiator to make sure you are running it at the normal thermostat temp it is designed for. I use a piece of plastic with about a 9" hole in it for mine. Failure to run it hot enough can soot it up, too. My 2555 needed the radiator blocked even running a blower.