Ooops. Sorry. It's in the fuse box in the engine bay: not behind the glove compartment.

Getting to this fuse box is a pain. You have to take off the air grill thing that's just under the air vents at the top of the bonnet, locate the plastic fuse box cover (opposite side of car to brake master cylinder), undo 5 allen key bolts, and carefully lift off the plastic cover. Not fun.

Just putting this here in case anyone googles, and finds this thread and goes to the wrong spot..