The temp sensor (EGT) just changes the resistance at different temp levels. At room temp, it should be around 2500 ohms. you can put it in hot water to measure the resistance output. At boiling, 212 F, the resistance is around 160 ohms, and this is where the alarm is triggered.
Or, you can just change it since they are inexpensive.
The J-Pipe is connected to your exhaust manifold. To remove, unbolt the large clamp from your exhaust man and loosen the hose clamps on the exit side as well as the small hoses that connect to the exh man. slide it back as a unit with the mufflerto get it off the exh man, then pull out from muffler side. you'll see the 3 small holes on the muffler side that tend to clog up. you can clear these with water or compressed air.