Hmm well its clearly not that something has fallen out of mine. Yours looks like a completely - newer - design. Mine's a very early 05 with the AXX engine. Not sure what the gearbox code is. I presume yours is newer BWA?
I still suspect that its not supposed to be like that. Then again there aren't any threads or lips or anything for a plug to sit in. Anyone else with an early one willing to have a look?
Don't want my damn big cog getting rusty

Thanks for taking those photo's mate
