First thing, i wasmistaken about the fuel pump.. as i taugh you had an E16i... you need about 35psi at it... not something very hi but the more, the better
on the exhaust downpipe .. that sensor would be the "too high exhaust temp" sensor... you wont get any wire from the ecu to plug it .. but if you got spare money to buy a gage, buy yourself a pyrometer and hook it up there with a new sensor. the bung will be the right size

ive already tried to hook it up to an J-type thermocouple reader wich didnt came right.. must have been K-type