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Well, I thought the tray upfront the engine was a perfect place to put on some tools, WRONG on my part. The stubby Phillips screw driver fell into the opening of the air intake and landed inside the air box. Got it out by opening the air box with Star Bit socket (Torx screws). Not a hard thing to do but it took some 15 - 20 minutes out of my time. If you are doing the same thing as I do, & you noticed one or two of your tools missing, look inside the air box...it is probably there. I believe the 3.0 have 2 air intake openings on that area.
My Solution: Next time I am going to place a clean towel or a clean cloth on top of that tray when I work on my XF. If you are doing this as well, remove the cloth before you start the engine as you'll have a hard time starting it because you are suffocating the engine out of air.