Going to look at a MSP, what should I be looking for?

Well it has an after market exhaust which is a red flag for abuse. The "stage 3 clutch" is another red flag because there's no point in it for the amount of power he's making, and its probably an eBay stage 3 clutch at that.

Make sure you pull the intake piping off and check for shaft play on the turbo. If seller won't let you walk away
 
compression test if you can. check for any signs of a manual boost controller. and any oil around the turbo I wouldn't buy either.
 
Cracked exhaust manifold, broken IC piping if it still has plastic factory piping, any modification to the wiring harness or vacuum lines to indicate it was modded previously, suspension clunk, drive the car in boost to ensure the turbo is working.
 
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