Much of this YOU can diagnose. How far into the "exhaust brake on" do you get:
Allison shift pad (left or only window) goes from 6th to a lower gear-- 2nd and 4th being common choices programmed into the Allison ECU.
If not, most common cause is that the "throttle closed" signal does not reach the Allison ECU.
If this change in Allison shift window and the downshifting occurs, the next place to check is the engine. Access the top of the engine. Engine OFF.
Tell us what brand of exhaust brake you have-- majority are PacBrake.
There is a solenoid controlling air to the exhaust brake that closes the brake. There will be a ground wire to it and a wire that receives a 12 VDC signal when the exhaust brake is activated. You can separate or cut the 12 VDC wire and apply 12 VDC positive from anywhere in the engine room and the exhaust brake should "SNAP" closed. And open when the signal removed.
PacBrake exhaust brakes do require routine lubrication and not doing it often results in a seized exhaust brake: https://pacbrake.com/product/c18037-superlube/