866261 temp. Sensor

How are they mounted in the exhaust pipe?

They should enter the exhaust pipe from the TOP, Wire UP, and the Probe Tip DOWN.

Entering the pipe from the side or bottom produces a short service life.

Bill, Thanks ! 
All the sensors are mounted on the top surface of the exhaust and facing downward. Came from “factory” with threaded port openings in the exhaust. Each sensor screws into that opening. From what you said , I see why they are located where they are. 
Cyl. 1and 2 are the problem. 3&4 have been fine.

Where can I get one? I have an aircraft stranded and Rotax Australia are unable to get me one till July. Any help much appreciated

I believe any Type K thermocouple will fit...

Leading Edge Air Foils, ( Wisconsin) or California Power Systems.