Thank you all for replying.
The engine I have is a D4-260I-F, latest I can find on parts website with schematics is 260I-E, which shows an anode in the picture but doesn't show it on their parts list.
I'm sure there isn't one on the heat exchanger, I've had my hands all over both end caps and there's nothing there. I traced the air from the air filter to the turbo and the only thing coming out or in is a 1/4" inside diameter hose which I loose track of forward, halfway along the block. But I can't imagine that small of a hose could be leading to a charge air cooler. So I'm thinking there isn't a charge air cooler and that there are no zincs/anodes on the engine. The only thing that still bothers me is that when it was serviced (by certified dealer) last year they show an anode being installed. I'm going with the idea of no anodes until or if dealer proves I'm wrong.