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That transmission is supposed to be service by a drain plug like you have on your motor. it's on the bottom of the transmission. as for the filte, it's located INSIDE of the transmission. the only way to remove the filter on a CD4E transmission is to physically remove the transmisssion from the vehicle and take it apart. Ford does not provide a procedure to service the transmission filter seperately from the transmission overhaul.

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Q: On a 1999 Mercury Cougar automatic transmission trying to change the transmission fluid you took off the pan but there is no filter and very little transmission fluid came out Where is the filter?
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