Is this the........(OEM trailer brake adapter)*pic

I looked under the dash, on the steering column, to no avail. I did find this next to my bass controller.

I noticed it has a rust color to it...possibly from lazy car wash workers spraying freshener? My X has never been in, or under water.

I think that is the diagnostic plug.

Yep, a.k.a the OBDII port (or something like that)

Thanks guys, I figured that out.

I think I found the Harness. This one is above the gas pedal, wrapped around a bunch of wires, with a ton of electrical tape.

I saw that most people find it taped to the right side of the steering column.

Do I have to buy another harness that hooks to the actual brake controller from that harness under the dash?

Yes, and I have one for sale along with a brake controller. $20 for both plus shipping.