Does anyone know where this is meant to plug in? It's location is below the diesel fuel filter.

I read my fault codes with FiatEcuScan and it's coming up with EGR - No Signal, could this be for the EGR valve? I have a cable plugged into the EGR with a blue line on the sheathing and this loose connector has the same blue line on it's sheathing... If so where does it plug back in? Can't see anything obvious near it.

Or is it for something that my car doesn't have like aircon and I don't need to worry about it?