Recently changed trans oil on my 2002 Verada and was not able to locate the trans filter after consulting a mechanic he told me that it was not required any more,has anyone else come across this ?

if it is a triptronic --- dont know
if i were you i would look into fitting some type of
an inline filter system using the oil cooler connections

dont like the idea of autos without filters

It does have one, but it's inside the transaxle. I think from TH onwards they were omitted. I've fitted a Permacool system to my TL, which has made a huge difference.