Hi there, first off, welcome to the site, we are happy to have you with us and look forward to seeing you around often!
In regards to your first issue, are you saying that if you submerge your exhaust outlet in mud it is stalling out?
As far as your second issue, have you pulled the spark arrestor to see if it is clogged? Also, check the coolant and also ensure that your fan is coming on. Is your radiator clogged up with mud? Keep in mind that going slow obviously does not pass air over the radiator at a significant pace, therefore, you will run warmer when just putting around. With that said, I have heard of some others with heat issues, however, never to the point where the pipes are glowing.
What sort of mods do you have on your machine or is it stock?
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2008 Kawasaki Teryx | 840cc BBK w/ stage III cams | FST long travel and HD steering | Twisted Stitch seats | FST cage | Muzzy dual exhaust | Dynatek prog CDI | aFe intake | HiPer carbon fiber beadlocks | Goodyear MT/Rs | Crow restraints | SafeGlo LED and FO whips | NightOwl HID conversion | Edge series 40" LED lightbar | Fuego Dual HID lights | Dalton clutch kit and OD cover | Full audio | Navigation | Power steering | TrailTech Vapor computer | Factory UTV skids | Airtite Art custom paint | Maier plastics