What could potentially happen if the turbocharger waste-gate is stuck closed?

When the turbocharger waste-gate is stuck closed, the primary consequence can be increased exhaust pressure. The waste-gate's role is to divert exhaust gases away from the turbine wheel when the desired boost level is reached, preventing excessive boost and protecting the engine. If it remains closed, all exhaust gases are directed through the turbine, leading to an over-boost situation.

As the exhaust pressure builds, it can cause a number of issues. One potential effect is engine overheating. This occurs because the engine is subjected to additional stress. With more pressure in the exhaust system, it can lead to higher exhaust temperatures, which may in turn cause the engine coolant temperatures to rise, potentially resulting in overheating.

Moreover, excessive boost can affect the integrity of engine components, potentially leading to damage, knocking, or even catastrophic failure if precautions aren't taken. Therefore, the most significant and probable outcome when the waste-gate is stuck closed is engine overheating due to the increased pressure and temperature in the exhaust system.