The emergence of exceptional points (EPs) in the parameter space of a (2D) eigenvalue problem is studied in a general sense in mathematical physics. In coupled systems, it gives rise to unique physical phenomena upon which novel approaches for the development of seminal types of highly sensitive sensors shall leverage their fascinating properties. Here, we demonstrate at room temperature the emergence of EPs in coupled spintronic nanoscale oscillators, coming along with the observation of amplitude death of self-oscillations and other complex dynamics. The main experimental features are properly described by the linearized theory of coupled system dynamics we develop. Interestingly, these spintronic nanoscale oscillators are deployment-ready in different applicational technologies, such as field, current or rotation sensors, radiofrequeny and wireless devices and, more recently, novel neuromorphic hardware solutions. Their unique and versatile properties, notably their large nonlinear behavior open up unprecedented perspectives in experiments as well as in theory on the physics of exceptional points. Furthermore, the exploitation of EPs in spintronics devises a new paradigm for ultrasensitive nanoscale sensors and the implementation of complex dynamics in the framework of non-conventional computing.