Mount the gauge to the windscreen using duct tape.
Then go for a drive. If at any time you see a reading >2 (two) PSI, you have an exhaust restriction. 1 PSI is really a better target limit.
As you're using the Jag OEM exhaust, it might be a restriction to the diesel. Diesels move a lot more air than gassers (except when the gasser is at WOT). That's why diesel exhaust systems are almost always larger than their gasser counterparts. (Except the 720 SD pickups )
The intake would bear careful scrutiny as well, though it's less likely to be a limiting factor. For a low price, you can install an air filter restriction gauge that "sticks" at the highest restriction level encountered, so that when you are really pushing the engine, if there's a restriction at the intake system, you can later read the gauge and it lets you know that there was a problem. These things are cheap, and are actually factory-installed on a lot of diesel trucks in the US. Here's one type:
(Ryder Fleet Products) Engineered Products Filter Minder Air Restriction Gauge Direct Mount 20lb - C3550100820
The graduated indicator on the filter minder monitors engine air filters. The position indicator progressively fills the window as air filter restriction increases, locking at the highest restriction. The air filter should be changed when the position indicator reaches the red zone.
The filter minder mounts directly to air cleaner or air induction piping.