Hi,
I am new to the forum, it's always nice to have a nice forum in your bookmarks, I hope I enjoy my stay.

Now, I am looking for the size of the three studs where the J pipe connects to the manifold. I remember I installed 3 locks nuts with no thread locker and the bolts came off during a drive.

What should I do for these bolts not to come off ?

You can't use Nylocks or thread locker as they are useless when heated. Lock washer are the only way to go, and there are many different kinds.

Is there just a hole, or is there a nut on the other side?

You will want to use what's called a "PREVAILING TORQUE LOCKNUT".

Link
http://www.pacificfastenersinc.com/torque.htm