Are you talking about the removable stinger in the tail pipe? Some one told me that you should be good just leaving it in on the 2.5 and the 3.3.
I have the trinity Pipe. It came with two headers, springs, gaskets and the pipe. On the package it said it would fit a 2.5 and 3.3. I'm running it on my OS .21tm right now. I had to use the stock OS header because the Trinity header won't work on the .21tm. I read that the bigger header is for big blocks. Haven't broke in my 3.3 since I got it back from Traxxas.
I don't think it will harm your engine but it might rob you of some power by taking it out. I'm not totally sure because I've never run a 2.5. You should get some good power by just leaving the stinger in.
When you remove the stinger you allow the exhaust to flow freely. By doing so you also reduce back pressure, a engine requires a certain amount of back pressure to operate efficiently. I know there are high flow exhaust pipes but they are designed with baffles to maintain a certain amount of back pressure. I would strongly recommend not altering a pipe you just paid good money for that was designed for that reason. Also if your exhaust flows better so does your intake meaning your engine will now be lean because of the higher flow rate.
NO!! Do not use any type of glue, use a high-temp seal compound. I'll let someone with more experience with exhausts tell you what will or won't work. But I know for sure glue is out of the question.