If you can't find the nut make sure you replace it with a proper exhaust nut and not just a normal nut. The proper exhaust nuts have a coating on them and are hardened and heat treated. A normal nut will seize on there because of the continuous heating and cooling cycle.
You wont be able to get it undone again.
The genuine ones are $11 a piece I think, definitely not just a normal nut.

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F.B. Racing
01 WRX (STI badged)
2010 XR5 Focus
06 Impreza Hatch 2.0i