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.
DionR nailed it.

There were some changes to sensors, fuel rails, fuel injector connectors and type, and throttle cable and cruise control cable setups as well as the throttle body itself. When you swap your entire intake manifold and exhaust manifolds you are addressing every issue all at once.