The compression brake on your truck operates at the engine so it is not affected by any exhaust modifications except for the sound as it might get louder with an aftermarket system.
You've got a bit more to deal with in the diesel trucks with respects to replacing the exhaust system, compared to the gas engine trucks, due to the DPF (Diesel Particulate Filter) operation and DEF (Diesel Exhaust Fluid) delivery system on a diesel. The picture below is a few years old but shows the parts and pieces of the system, starting at the turbo end on the left through to the tailpipe at the top and the DEF delivery system at the bottom.
Modifying the exhaust up to the turbo means you have to perform a "delete" and program the truck accordingly.
So let's say you do a delete. You could straight pipe it or add a muffler as you wish as shown below. I did that for a while but ended up putting in a Corsa dB series muffler in the system.
Bottom line, if you want to open up the exhaust and remove all that DEF/DPF system junk you'll need to get a programmer and program for the truck. I got an Edge CTS 2 unit with an EFI Live tune package.
