Is there a reason you want it in the downpipe? I would think you would want it Pre-Turbo... in the past i had one located around where the Narrowband O2 sensor goes.
Maybe i'm wrong but i thought for Tuning you would want as close to the Cylinder as possible.
Pre turbo. Ta headers have a bung for it and the narrow band o2. The other way is with a thermocouple holder. It looks like a radiator clamp with a hole in it. Drill the pipe and install it.
EGT's are thermocouples, they usually put out a very few millivolts If you have an EGT conventional analog gauge they are usually sensitive enough to read the millivolt signal directly I had a Westach gauge that worked that way.
Digital gauges may have an internal or external amplifier to read EGT.
Does the dash display setup say it accepts EGT signals directly?
I believe they are K type thermocouples to be exact. I ran a ore turbo one for awhile with a converter that I got for a decent price the gave the TC a 0-5VDC output that I had hooked up to my powerlogger. If I searched for it again I’m sure I can find one . I believe I paid like $20 for the converter.