I just had a look on Ford ETIS workshop manuals and there is no seperate filter mentioned for the 4F27E auto transmission. There is a sub heading for the oil pan & filter but it shows no seperate filter.

To change the fluid remove the lower return hose on the oil cooler, run engine at idle, drain out 3 litres of fluid, refit hose refill with new fluid (3 litres) run engine at idle, check level fill as required.