They are in the electrovalves but you can't get them apart to replace them you can connect them across the other end of the wires in the ECU though. I suppose you could wire them across the valves, but as you will likely know, they are not very easy to get at, much cleaner to do it from under the bonnet
I had a little test lead with ECU plug and socket on the ends.
All wires straight through and with a set of diodes fitted.
Two minute job to plug it in and check what difference diode fitting was going to make to a Hydractive 2 car.
Lent it to some one a while ago so I will have to make up another one.
I found that it helped fault finding no end.
It told you straight away if the diodes were going to make a difference to the current suspension performance.
My preference is to mount the diodes on the connector leads inside the ECU. No missunderstanding of where they have been put irrespective of PCB type. It also gives a chance to examine and test the VN05N's and replace if needed.