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It's the plastic thing with the hose coming off, below the wire loom at the firewall.
Just replaced mine in August It's like $60 from Jag, be sure and replace that hose coming off it too.
My XFR is supercharged so it was a bit of a bear as my SC as will your intake must come off. But if you've ever pulled an intake you can do this. My post when I did mine. https://www.jaguarforums.com/forum/x...change-189069/
Search XF (rear) coolant crossover its the same on all Jag 5.0 engines and someone did a normally aspirated 5.0 before I did my SC 5.0.
Yep, it is not that bad of a job. But it does take time to do it right. Mine did that at 40k miles. I replaced my waterpump and the other lines as well since I don't want to have to go through that again.