Assuming you are talking about the auxiliary cabin heater, it's mentioned in the manual as an option on p164. However, it does not appear in the MFD config, nor are there any controls for it on the dash. Not that the manual description precisely matches what the climatronic controls look like anyway...

However, looking at the workshop manual I got off fleabay, it seems that there's an auxiliary heater in precisely the position I mentioned in my original post.

Some relevant points from it are - it starts when coolant < 69C and ambient < 5C, which fits with what I've observed so far. It seems likely that it's the circulation pump making the noise.

... and

When switched off manually, or after a maximum operating time of 60 minutes, or the coolant reaches a temperature of 84C, combusion is ended and the run-on mode begins. The circulation pump V55 and the combustion air blower V6 however continue to run to cool down the auxiliary heater and are switched off automatically.

The post-operation period of the circulating pump V55 and the combustion air blower V6 depend on the operaitng mode in which the auxiliary heater was switched off. The post-operation period is 175 seconds when heater is switched off during full-load, and 110 seconds for part-load.

Having read the chapter on the axuliary heater in the manual very carefully, it does say much the same thing. So all I have to do is have a careful feel to see if it actually gets hot, and time the run-on to verify that it is really that making the noise. Still seems loud to me, but I can understand why I haven't heard it previously. This is my first winter with the car (or with a diesel).

Now I'm just puzzled as to why I have an aux heater but no controls for it.