No, no/no and no.
The exhaust is free flowing already. Changing it will yield a differnt exhaust tone but no measurable power. The pulley frees up power but does not affect the air intake or exhaust so no tune needed. X or H pipe with different cat's = YES new tune needed.
Have fun the JLT and a tune will give you a new car. A serious change in giddy up considering the cost.