I don't remember where this lore tab was (i think it's the new raid mark), saint-14 gets bodied and ends up lying in a pool of some sort of black (i think it was black) liquid, presumably from within him. That's the closest thing to blood an exo will get. Also, during the Simulation: Survival exo challenge, clovis bray states that even with your robot body, you cannot survive the harsh Europan weather, which could answer whether or not they feel temperature. As for whether or not they breathe, i think they can. Obviously not the same way humans and awoken do with lungs and a nose, but I'm sure they have a way to simulate breathing to keep the human mind from rejecting the exo body (this is also why exos can feel pain, among other things.)

Because you will

There are some liquids in their bodies that can leak out like blood when they take enough damage. https://www.ishtar-collective.net/records/legacy#weblore [quote]Flickering shadows strobe three forms—sunken and ragged. They lay motionless in pools of iridescent slick; tacky globs grip tattered textile strands like thread-bare posts driven into oil. Powerless. Unlit. "Exos,"[/quote] They don’t breathe or cough or any of that. Their mind simply thinks it can, remembering having an actual body, and does so involuntarily. They don’t have lungs, they don’t take in oxygen or exhale carbon dioxide. https://www.ishtar-collective.net/entries/legacys-oath-bond?highlight=Legacy’s+Oath [quote]"Thank you," you breathe (don't breathe; can't breathe).[/quote] They can’t build muscle, they have no muscle. And if I recall correctly they can feel temperature. They should be able to, though they’re resistant to heat and cold so extreme temperatures don’t have much of an effect.

Leak

[quote]Also why we are at it, do they breath? Can they feel temperature? Can they build muscle?[/quote] They do breath. Cayde was coughing. Shot in the chest caused trauma, if rated m he may have been coughing blood or whatever exos have and suffered collapsed lung. Or maybe the exo was simulating dying, so instead of them shutting off they go through a simulated dying process that was programed. They can probably feel temperature but not freeze like humans do. Unless the metal itself starts to freeze up, but given how advanced they are i doubt it. You could probably kill them the way you kill a human. I would imagine there's a cabel connecting the head to the body. Cut that connection off by snapping the neck or using a knife would work well. Maybe a electrified knife might mess with their systems.

I mean, they are the most advanced robots humanity ever built. So, if you hit them in the right place, you could probably draw some kind of oil or hydraulic fluid. And yes, they probably have some kind of way to tell temperature.