Although EGTs (Exhaust gas temperatures) and coolant temp are not directly connected, still it is essential to keep an eye on EGTs for the sake of diesel engine safety. Continously high EGTs for a longer time duration can raise coolant temp, but not instantly. In any case, high EGTs are undesirable because these can damage pistons and turbo etc. These are usually produced during towing or steep long climbs. I don't tow anything but have been doing long climbs in northern areas. So high EGTs have to be taken care of.
Under such stressful driving condition for diesel engine, it is advisable to use higher rpms and lesser throttle. For auto transmissions better to use 'O/D off' both for climbing and coming downhill. Apart from lowering EGTs this shall reduce stress on transmission also.
In addition to these changes to driving style, there are other options to reduce EGTs like increasing the boost and fitting an intercooler to the system. I have not yet opted for these and am more in favor of driving style changes. But within a maintenance regime I got the EGR deleted (which was stuck open) and the intake manifold cleaned of soot build up. This soott build up reduces airflow into the engine, as a result EGTs can rise.
Secondly, an after market EGT gauge has been fitted to monitor the high temperatures. I know most of the times EGT probe is fitted pre - turbo (as it gives better picture of engine temp not affected by turbo) but I opted for post - turbo (in the down - pipe) mainly to avoid exhaust manifold dismantling (which involves a lot of work like removing air induction pipe, accelerator and transmission cables, exhaust heat shield etc.)
Since exhaust temps post - turbo are usually lesser than those of pre - turbo, so slight adjustment is required here i.e by considering 450 - 500 degree C post - turbo as the red line for EGTs. I may fit another gauge pre - turbo in future but right now contending with this.