The exhaust brake is activated by the transmission ECU so there are several reasons it may not work.
From the factory the transmission is programmed to shift down to 4 when the pac-brake switch is thrown. You have to be traveling at over 20mph, the engine revs need to be below a certain number (2000 I think) and your foot must also be completely off the throttle. If this downshift is not happening then either the ECU has been re-programmed (unlikely) or there is a problem with signals to the ECU. The throttle position sensor (TPS) may be faulty and not telling the ECU that the throttle is closed.
If downshift is happening you need to check that power is getting to the pac-brake solenoid. What I did was disconnect the wire from the solenoid and attach the wire to an extension cord I made with a 12v light bulb attached. Mine was 20 feet long so I could see the lamp while driving. I drove along a quiet road at 50mph in 6 took my foot off the throttle and threw the exhaust brake switch and in 2 seconds the transmission downshifted and the light came on.
In my case I had a problem with the air solenoid feeding the brake actuator which I tested with a separate 12v battery I connected directly to the solenoid.
Hope some of this helps.
John and Mary Knight
2015 Ventana 4311, 2015 Cadillac SRX