When you say, "it says I've got one but can't find it" do you mean you have the AUX button on the radio and can't find the female jack plug?
I fitted mine last year, it too months to find the right kit and then also work out how to mod the plug on the back of the radio but got there in the end.
Here's the part number for the kit... 1k0998940
Comes with aux plug, wire harness and socket that replaces the glove box light but you can be creative and mount that somewhere else!
I just lost the glove box light and put it there.