I will have to look it up, but you have to also remember that when iron containing metal goes through certain temperatures it will not stick to a magnet, even if the magnet was a "room temp", so you will have two things to compete with. The temperature depends on the amount of carbon present in the steel. It is called the Austenite (Austenetic Range) where steel exists as a face centered cube latice (Gamma Iron). From the table I have it is between about 1680F and 1350F. The higher the carbon content, the lower temperature at which the steal would become non-magnetic, unless the carbon content gets above 0.85%, then the temperature goes up.
Not sure about the type of steel in the exhaust.
I would think the magnet would be the more delicate issue with temperature. But there is still much about magnetism we don't know. Like certain stainless steels are non magnetic, yet when work hardened, they become magnetic. Certain kitchen sinks won't stick a magnet, unless you put the magnet at a bend, where it was work hardened.
Here is a perfect application for a piece of asbestos fabric. Good thing that has pretty much been outlawed!