FRIZBEE1......If you look inside the "run bay", outside bay under the driver's window, there is the large black box with fuses. Under that box should be two small black boxes that say "Monaco 1" and Monaco 2". Inside those boxes are a couple of relays that operate the exhaust brake, I would check those to make sure they are all good.
There is also an "Allison" box in that "run bay". I was surprised to find that that are about 5 relays inside that box, some of which control the exhaust brake.
Lastly, for some it can be difficult to tell if their exhaust brake (flapper) is actually closing. A sure way to tell is to watch your turbo boost gauge. When the flapper actually closes, the turbo boost will go to zero.