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Look at it and see if you can fix it yourself. Usually by looking at it and getting your hands in there should tell you how it goes on and if your competency level is up to speed you should succeed.
I thought that metal housing secured the valve to the bracket attached to the exhaust pipe, so yeah, I don’t think it will stay there by itself.
Here’s a top view from a 4.2L valve:
And from another angle (kind of fuzzy from zooming in):