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the exhaust brake is in the turbo, so no worries there, there are not a lot of options for the exhaust, unless you want to get a chip and remove the emmision junk, other than that about all you can do is a dpf back exhaust (basically a tailpipe)
all depends if aftermarket companies make exhaust for them yet.
if you can afford it, you can replace the whole exhaust and get a dpf delete kit and a programmer