Difference between 95 5.9 and 02 5.9
Other thing different is EGR. The ‘95 will have it but the ‘02 won’t as it went away when OBD2 was introduced. So you will need to use your intake and exhaust manifolds from the ‘02.
I put a ‘98 5.9 in my ‘91 Dakota using a ‘92 harness and PCM. No issues or missing holes.
Treat it like you are just getting the long block and it will swap fine.