I went through this heck with a sami that sat 5 years and then wouldn't pass smog in CA.
Here's some reading that could help:
http://forums.turbobricks.com/archive/index.php/t-154414.htmlwhich also references this:
http://www.smogsite.com/calculators.html#lambda According to this calc, you're way too lean at both test points (assuming everything else is running perfectly, that is).
No guarantees, but IMHO your combustion temp is too high (not your coolant temp). This is caused by running too lean or too far advanced timing.
Do the easy things first. Check that your EGR valve is cycling. Start the engine and cycle the throttle when warm. You should be able to see and feel (hot!) the EGR diaphragm cycling in and out in response to changes in RPMs. If not it needs a cleaning. Next, samis are famous for clogging the head passage that runs between the EGR valve and the header. Remove the EGR and inspect for tons of soot and carbon; don't damage the gasket. Many claim you can't clean this through-head passage with the header installed, but I've cleaned a lot with a fraying length of aircraft cable and a gentle hand. Then start the engine with the EGR valve removed and see if plenty of exhaust blows out (loudly). If so, it's clean.
Next check your 02 sensor with a DVM. Also, probe the connector at the ECU to confirm that the 02 signal is getting delivered to it (rules out a harness problem). You'll need a wiring diagram for this.
Another common cause of high combustion temps is a vacuum leak, which is why everyone's suggested you check for one. An easy test for a vacuum leak is to probe every possible leak site with the tip of an unlit propane torch (do this outdoors) while the engine idles. If the RPMs increase you've found your leak.
Another source of too-lean could be a maladjusted carb mixture screw, but that's a PITA to deal with so let's save that for last.
Too-advanced timing could be a problem, too. Did you replace the timing belt? Samis are known for running (but not well) with the timing belt skipped one tooth. Also they wallow out the crank pulley keyway making them un-timeable, so I'd check this. Also, you didn't mention a valve adjustment, but I'd do one on any new sami I got to make sure that all the valve hardware is properly tightened, as some parts are known to vibrate loose (but I don't see how the valves would cause your smog problem, however).
You can ask a mechanic to check your cat by pulling the O2 sensor and having him wand the tailpipe and then the O2 bunghole. This tells exactly what difference the cat is making. I'd bet yours is having no effect on your NOx.
There's also a ton of switches and sensors that the FSM will send you off to test, and any one *could* be the issue, but with the NOx so high, I'm guessing the problem isn't in your control system or adjustments, but in the plumbing (a leak, clog, bad cat, etc).
The suggestion to get a FSM is a good one.
I don't see how a stuck choke could cause high NOx or a lean condition, but I'm no expert.
HTH,
D