Is it worth it to get the exhaust system replaced?

could be leak in exhaust pipe . Might be worth getting exhaust system checked at an exhaust replace / fix type auto repair specialist. Leaking exhaust fumes might get into the passenger compartment through door seals and be slowly poisoning the occupants and your fuel efficiency might suffer also.
car might not be roadworthy if there is a hole in exhaust pipe or a faulty coupling.

There is no catalytic converter in a 2001 VW TDi.

If it is just an exhaust leak take it to a muffler shop like Midas, it is surprisingly cheap, like 50$. Exhaust isn't really a DIY thing unless you know how to weld. In which case, find the hole weld a patch on it.

HI the cheaper method to begin with under these circumstances ,remove CAT from exhaust system replace with straight pipe. Check cyl 1 for fuel ,spark and compression .Normally when removing the CAT on other cars the engine performed normally .Fault codes verify exhaust system blocked.

you can go cheap and use a common bend extractor and regular exhaust system or you can get better with a mandrel bent extractor. Use performance muffler and pipes about 1/2 inch bigger than standard . Extra large looks good but will reduce performance and the cost will not be worth the effort. Exhaust systems to work have to be tuned to the engine . They have to be designed so that the shock wave from a power stroke enters the extractor at the exact moment that the previous shock wave that reached the end of the exhaust pipe has turned into a low pressure area and travels back to the extractor to arrive at the moment the exhaust valve is opening so allowing the compression gas from the power stroke to exit into a small low pressure area which in turn sucks out the used gas. That is why wrong size exhausts area a waste because the low pressure hits the exhaust valve and becomes a high pressure area as it rebounds back down the pipe and the exhaust dumps the power gas into a pressure area and not a vacuum. There are books on tuning exhaust systems that will explain it in more detail but you will find that bigger is not better . It just looks tuff and noisy and is next to useless when it comes to performance.

Bad fan switch(Fan is not going on )Cloged radiator.Loose water pump belt.Water pump leaking/damaged blades.Incorect water blead/refill(air in the system).Bad water temp sensor.Last:bad head gsket. will show oil/petrol in the water(by filling the system with air also will make cooling much difficult).Cracked head will make white smoke (vapor) in the exhaust).Creamy white oil is from pistons head problem (water in oil)

A P1415 indicates a problem with the A.I.R. system. This code is a common indicator of an electric a.i.r. injector reactor problem. Sounds complex but it's not. There are two of these reactors on your engine. They are the black things that the secondary air pipe plugs into at the exhaust pipe/or/exhaust manifold. It is worth changing both of them becauses if one fails the other is not far behind. It is also worth replacing the factory hose clamp with a regular one---you'll see what I mean.BTW--P1415 specificaly indicates a problem with Bank 1 of the A.I.R. system. Make sure both sides of the A.I.R. system are in order--meaning all the hoses are tight and secure--no leaks--cracked hoses ETC.

the air pump is designed to pump cold air into the exhaust system for the first few minutes to heat up the exhaust gas so it can burn the raw fuel in the exhaust. after that it only free wheeling. by pass it you will pollute the air more but it does not affect the drivabillity.

to replace the window is about 150.00 depends on where you live in the country and the complete exhaust could be as high as 1200 dollars depends on what needs to be replaced. is it worth it depends on how much you like the car and if its reliable or not.

Those Y pipes are very spendy and rust is definatley a bummer. I live in the desert southwest and see this problem much less as there is little or no rain. Depending where you live it might be worth it to call a yard in vegas or phoenix and purchase one salvage and try to get it ground shipped as cheap as possible. Couple of hundred for the Y pipe and 75 bucks shipping might be a way to go.Set terms and get supplier to guarantee its condition

Heres the bottom line...My dad used to tell me that nothing is worth more than you are wiling to pay for it.
What you now have is a mix of unmatched components that sound nice, and possibly may give you a one or two mpg increase. However, a good exhaust system is carefully engineered to take advantage of sonic as well as physical, laws that influence the way both sound and air (exhaust) behave in certain diameter pipes, when traveling at pre-determined speeds.
Most stock exhaust is far from that, rather, it is the cheapest easiest means to permit exhaust to escape from the engine while making the least amount of noise, while keeping the converter operating. Therefore anything you do to lower pressure will give you somewhat of a performance gain. In using a part of the stock system, you cancel some of that gain by creating another restriction. I'd be satisfied with what you have but would be concerned about passing a state inspection. If you want to learn more about exhaust and how it influences your engine there are many good books you can read on this subject. (I know that because I probably read them all as a pro racer).
Good luck with your Jeep!!!