How does the new Sangan errata affect Exodia?
Having all five pieces of Exodia triggers a win condition, not a monster effect. No card may directly prevent this win condition from triggering.
No card may negate or override the win condition printed on Exodia the Forbidden One. There are multiple rulings to this effect in OCG, including that Prohibition cannot block the effect of Exodia the Forbidden One (this ruling in particular is among those that UDE also issued independently for TCG, before Konami took that over).
There are only three situations in which a player with all five pieces of Exodia will not win:

The player drew the remaining piece(s) of Exodia as a result of an effect that requires them to draw X cards and then discard X cards from their hand (e.g. Graceful Charity - Draw 3, then Discard 2). Exodia's win condition will not be checked until after the cards are discarded from the player's hand.
Both players were required to draw cards (e.g. Morphing Jar), and as a result of that, both players now have all five pieces of Exodia in their hand. The official ruling in OCG (and unofficial from UDE) is a draw.
The player had only the remaining piece of Exodia in their deck and was required to draw two cards from a single card effect (e.g. Pot of Greed). The first draw will add Exodia to their hand, completing Exodia. The second draw causes them to lose the game via Deck-out, before Exodia's win condition is checked for.

Exodia's win condition also occurs before any cards can react to the event that caused its satisfaction (e.g. Magical Thorn) and prevents the remainder of any chain in progress from resolving (e.g. if &quot;Backup Soldier&quot; is played against &quot;Delinquent Duo&quot; and &quot;Backup Soldier&quot; results in Exodia being completed, Delinquent Duo no longer resolves as the game has already ended)