So why isn't the connector there? My speculation is that they only supply that part of the harness if the changer is installed at the factory. But on the schematics, I can look for the wiring and find out where the next closest connector (the one the missing harness plugs into).
From the schematic, it looks like all of the wiring for the CD changer passes thru connector C292, so I would look for it next.
P.S. I think it might be that huge connector in the middle of the pic where you show the relay on the left. Check to see if the wire colors match.