Where is the fuel filter located if its not underneath the vehicle or in the pump

The fuel filter is an integral part of the fuel sending unit inside the fuel tank. It's there. It's not really serviceable. Replace the pump assembly complete with sending unit if you feel like there's a problem. However, before I'd do that, I'd perform a fuel pressure test at the fuel rail. You'll likely find out that it's fine. Perform diagnostic testing for any problem you have; the pump / filter is likely not a problem.