It's fitted in the return line from the HP pump under the car - the fuel is used to cool the HP pump, and then in turn the cooler cools the fuel against air.
You can find it under Air and fuel supply > Securing piping fuel filter. Item 11, but it doesn't really look like the pic you posted!
Part Number Description Quantity Price excl. VAT Price incl. VAT Total incl. VAT Selection
00001579EN FUEL COOLER 1 103.81 GBP 124.57 GBP 124.57 GBP
