The effective management of thermal energy is a critical aspect of the development of next-generation jet engines, with heat exchangers (HX) serving as a fundamental component in this regard. At the TU Dresden (TUD), a new annular sector rig has been designed and built to test various additively manufactured heat exchangers under engine-relevant conditions. A key feature of this rig is the ability to independently control the Reynolds number through pressurization of the Test Rig without affecting the Mach number, allowing for precise adjustment of test parameters. This paper presents the design, setup and instrumentation of the rig, as well as the results from the commissioning phase. The heat exchanger is subjected to a high-temperature oil flow, with heat flow achieved through a controlled flow of air. To analyze the inlet and outlet conditions of the HX, a five-hole probe (FHP) with an additional unshielded thermocouple is used. Special consideration is given to the recovery effect. In addition to Mach number and flow angle dependencies, a non-negligible Reynolds number dependency was identified for this test setup. This paper outlines how the recovery effect is managed in the experiments and how this affects the results. In the final analysis, the results of the FHP with a shielded thermocouple are compared with those of a FHP with an unshielded thermocouple.