On the older Duramax trucks it was under the hood. It was not like a regular looking blade type fuse but a larger black square looking fuse. The fuse installed from factory in that position was actually a blank. It required removing the blank and installing with a true fuse. Again, it didn't look like a regular blade type fuse.
I'm going off memory and this was on my previous '07 Duramax. I'm thinking it was in a corner position of the fuse box but this was 11+ years ago and I can't remember what I had for breakfast this morning.
