I think the plans you have for your truck are good. I had the same concern about a chip and my truck (a 97 dually). I am less familiar with the exhuast on the super duty to say one way or the other on the aftermarket exhuast.
You are way ahead of most by having the guages already. I did it like you and went with the guages first then started to turn things up. I was surprised to see that I could get EGT way over 1250 with the truck stock. Then I did some exhaust work and I am sitting pretty (until I see what the PHP will do.) I suppose I need to get the rest of the parts and install my intercooler. I think that you will be fine, get it ordered.
But to sum this rambling story up, with the guages you have you will be able control what is going on with your truck, most damage is done with the right foot (too fast, too long). for an extra layer of protection you could start sampling your engine and trans oil and see what is going on there, I think it is like one more guage to watch
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