exo is tricky cuz they allegedly send bot traffic to pad their bottom line, (I don't 100% know this, but based on your data it sounds like it could be true as that is a massive CTR drop), I would try just bidding a lot lower on their platform or focusing on other adult platforms first
im bidding minimum .10....
You mentioned bidding a lot on TJ while bidding min at exo. Bidding minimum at ANY source will give you probably the worst exposure possible, meaning your ads are served at the very end of the queue after all superior bidders have got their ads displayed to a user already. From that point of view, it's VERY unlikely that your ad is good enough / the user is fresh enough to really bite after being bombed by tens / hundreds of ads before seeing yours.
To directly compare, try bidding similar on both sources or try to bid just under the top bid on both sources to be really able to compare. With TJ/Exo I had similiar experience, when a creative is running on let's say 0.25% CTR on Exo often enough I'll find it at 0.35% / higher on TJ.
Probably has a lot to do with the quality level of their traffic, but especially with how a site is designed, how many ads are on them. Exo has a lot of sites that are basically clustered with ads while TJ is a lot more strict on animated stuff and their sites (at least the big ones) are not that much overloaded with ads.
Edit: for testing try to use 1-2 placements (my opinion) much rather than spreading the wealth over a couple of sites / placements. There's a reason invideo placement are priced way lower often enough than NTV placements. Same goes for different demographics of sites, hence different quality of traffic.