A friend overheated his probe and it fell apart. This was the pit probe.
It is a type T thermocouple judging by the color of the wires as per thermocouple standard. A T thermocouple uses copper and constantan wire. The one wire sure looks like copper.
It appears the wires are teflon insulation which is good for 500 deg F. Lesson is to remove the pit probe when cooking at high temperatures.
T thermocouples, like virtually all thermocouples, can be purchased with higher temps in mind. Fiberglass insulation for the wires is available. Another idea is to remove the alligator clip from the pit probe and insert the probe into the hole for the analog thermometer, thus keeping the insulated wires outside of the pit.