According to my diagrams that's where it is supposed to be. It would be better to see if you can find the one with the same part number or schematic. VW changed the part numbers due to redesigns so the number may not be exact. The last digit or two or letter may differ.
Finally found it! the relay was located way above the fuse panel just under the top of the dash.
Thought that was my problem but now it seems to be something else. Before I replaced it the engine check light was on all the time. Now after replacing it the light comes on after a minute or two of driving.