I've got one, very similar. I've gone through 2 of them already.
GREAT thermometers, but they don't seem to last. I'm not sure why...if
it was the high temp of the flame, or what. I know water can damage
them, so I was very carefull with that.

It's now my understanding, that these are NOT meant to keep inside the
grill, for any length of time. It's only meant to take periodic meat
temperature readings. That's why it doesn't go any higher than 392,
I'm assuming.

Don't know about changing probes...sorry.