Presumably it is under warranty for another 3 years at least. Jaguar dealer should be able to diagnose/dismiss this issue. A simple smoke test is best way to confirm a small exhaust leak. I once had a "micro" leak on a Jeep Grand Cherokee that took a long time to resolve until a smoke test confirmed the location. Needless to say, in the meantime, the dealer had replaced the O2 sensors to "fix" the check engine light. Though, I would be a bit surprised if a new Jag would not detect a leak in the exhaust in the same way.