Tri-y headers are what Shelby used in 1965-66 on his GT-350s. These are clones of those. Basically they are long tube 4 into 2 into 1 headers instead of the other 4 into 1 long tube style. The tri-y helps with low end torque for street (and in Shelby's case, track) and also has more ground clearance than typical 4 into 1 headers like Hedders.
Jet Hot coating is used to keep temps down underhood and also prevent rust or bluing like chrome headers get. The x pipe is used instead of an h pipe to cut down a little on noise, to pick up power throughout the RPM range and to act like larger exhausts.