I can't find EXS24 in MainStage

In MainStage 3.5 and newer, the EXS24 plugin was re-named to Sampler. You can still locate all the same presets.

To find them, first you'll want to open Sampler on the channel strip and then click on "Factory Default" at the top left:

Then, navigate all the way to the bottom to "Factory" and you can search the instruments from there and bring one up: