This ever happen to anyone?

Driving yesterday, Short distance and it suddenly sounded like someone unplugged a hose from a compressor.
Had a look and there is (was) a small braided hose from the left side of the engine that was connected to a smaller stainless steel tube that branches off the exhaust.
I pulled in and everything was very hot and smoke everywhere. I got in seconds after it happened and was only driving car park speed.
I had been gettig a slight smell of exhaust fumes in the cabin for a few weeks and couldnt find what was causing it. Turns out this pipe may have been leaking and just gave up in the end.
I know i havent explained it well but anyone know what it is? Whatever it is, it carries compressed air/fumes.

Car went down on power almost like vacuum lost as well which would make sense i suppose.

Thanks in advance!