does the jake brake from the dealer have a threaded hole to install and egt probe in it.

 

I think they all do, mine does, but has been moved into the manifold

 

Like blue dually said, I think they all do. I cant say for sure about the 03-04 set up as I used a 04.5 and up on my 03. But if you use it as your only point of measurement, allow some room for temp differences. Pre turbo will give you a more accurate reading than post.

 

I don't believe the Jake on my 03 has a port, but if I recall there was a flat spot that looked like it was intended as a place to drill and tap. (I also put mine on the manifold).

I think 04.5 and up came drilled and tapped, with a plug.