The generator exhaust on ours exits out the rear also. I just mounted the net to hang loose under the pipe. You could install some sort of shield to provide an air gap between your present exhaust and the net. Mounting it a bit loose will also help it hang down when sitting and a baffle or shield will allow air flow when moving and prevent the net contacting the exhaust pipe.
I would guess a 1" air gap would be plenty. When I was a chimney sweep many years ago we installed stove pipes which run much hotter with 2" gaps and a shield on the wall.
I would not recommend allowing the exhaust to exit under the coach. Exhaust will enter the living area that way, not a good thing. A side exit may be OK but I would check with the engine manufacturer first, the bend may create a back pressure and reduce the proper exhaust flow.