Your probably the first to do this on a MS3, sucks for you. I'm just guessing but for your egt, I'd install that sensor just abit above the flange on your exhaust mani where your downpipe meet your manifold. What cylinder is hottest? Who knows but putting it right where they all meet is a safe bet, you'll get a good reading.
The oil pressure adapter...wow, it's gonna take a little trial and error. You need to atleast locate the stock oil pressure sensor and then see what would work or if the T adapter you got will fit. It's a question of just getting the right thread which I'm sure you know. Either way, I cant see you doing either of these things without a lift and an experienced mechanic....I know I wouldn't mess around to much on a brand new car. Good luck!