I know the -early- 91 Escort 1.9L LX's did have EGR valves, because I have one sitting in my driveway. The EGR tube led straight down behind the engine though, connecting to the downstream side of the cat. converter, just before the joint to the flex pipe.
I know the 92 Escort 1.9L LX's Didnt have EGR valves, because I have a 92 wagon. But it did have two empty connectors in the wiring harness at the firewall, where the EGR control stuff went in 91.
I know the 94 Escort 1.9L LX's Did have EGR valves, since I have one of those also. The EGR tube led from a fitting in the middle of the exhaust manifold (so the manifold heat shield had a round hole in it), around the side of the motor, and into the EGR valve behind the throttle valve.
What year/month was your Escort manufactured? It will say this on the driver's door frame, down low somewhere.
As for what causes the spark knock (which amounts to either running very lean, or the spark being Way Over advanced) when cold I dont know. Be sure there are no holes/cracks in the large air duct leading from the air filter housing into the throttle valve. And you might want try checking/changing your mass air flow sensor (at the end of the air filter housing). I have no solid reason to think this is causing the spark knock, its just that your symptoms are rare, and so are problems with the mass air flow sensor.
It tells the computer how much air is getting into the motor.
My next suggestion would be to check the fuel pressure when the engine is cold, then check it again when the engine is fully warmed, and it isnt knocking under acceleration.