the fuel filter on the XR4i and 2x XR4x4s ive owned were all in the enginebay...
on XR4i it bolts to side of airbox, on XR4x4 its bolted to inner wing on passengerside...
proof:
that pic is from the TT install guide... shows you where tomove the fuelfilter when u fit the turbos (as in the std location itll foul the turbo)