Do the fatigued and exhausted conditions stack with each other? Do you take -2 to STR and DEX for fatigued, then an additional -6 for being exhausted?
No. They are separate conditions. You are one or the other.
More specifically, Exhausted is a more severe version of Fatigued. This means that if you are Fatigued and are subject to another effect that causes Fatigue you then become Exhausted instead (barring any exceptions).
A fatigued character becomes exhausted by doing something else that would normally cause fatigue.
- Gauss