Screwed into the exhaust just upstream of the cat/dpf. I would expect to see a specific exhaust temperature fault logged if there was an issue with it though.
It kind of sounds like the DPF may be getting a bit clogged & its showing under load. Remember the soot & ash levels are just estimated, if some cheeky person has told the car in the past that the DPF was cleaned/replaced when it wasnt this could mean its thinks there is a lot less soot/ash that there actually is meaning its seeing it as a pressure fault rather than a clogging fault. Just a though.