the Track-kicks
all have spare connectors all over car.
for options not opted day 1.
or owners ripping things out.?
here is a page i made long ago to answer most of these questions.
http://www.fixkick.com/options/index.html
things on this car that must match, your country are: (N.American)
EGR parts
ECU
exhaust parts, (manifolds) and in USA a 3 way Catalyst.
O2 sensors
harnesses that match above.
"What is it for and where does it connect?"
the thermoprobe allows the ECU to pass the Calif. NOX rules. EGR nitrous oxide, emission laws there.
when the ECU opens the EGR valve , under load, (moving) it then check the EGRT temperature readings, if wrong it throws DTC 51, if missing 53.(on some)
ON usa cars this error, trips the CEL lamp on to glow running.
on cars outside USA, the CEL many not glow.
The other cars use MAP sensor vacuum drops, to detect EGR function. but not in Calif, they rejected this technique...
ON some real Canadian cars, there are no EGR tests (called Monitors) at all, the valve operates blindly.
I connects to the EGR (calif version) EGR main valve.