Wez,
you'll need to look for a K Type thermocouple in either a stainless steel or inconel sheath. These are normally available in diameters of 1.5mm, 3mm and 6mm. The 1.5 is nice and fine, but fragile, don't fit one before the turbo because if the end comes off, it may damage the turbine wheel on the way out. On the plus side they react the fastest because they have the least mass to heat and cool. The 3mm probe type is a good compromise and is generally robust enough not to lose ends so should be safe to fit pre-turbo, but try to keep them away from the exhaust ports unless doing engine development and port temperature measurement is critical; sometimes the ends get burnt off by the remains of the combustion gas still on fire as it comes out the head, at least the exhaust valves get a good 450 degrees worth of crankshaft rotation to cool while sat on their seats, the EGT sensors have no such heat sink, and can melt! The 6mm probes are probably too large to be useful on automotive EGT measurement. There may be other sizes available from manufacturers but the general trend described above applies, thin is fast but fragile, thick is slow but robust.
One place that can make custom sensors to suit an application is
Peak Sensors. It can be expensive for a one-off, but if a batch is being made, they can be remarkably affordable!
As for the APEXi EL gauge, if it's an RTD or K Type sensor then it should work, but preference is always for a K Type.
Hope this helps,
Pat.