I looked and what i saw does not look like any fuse I have seen.

There were actually two devices that fit your desciptions. Both consist of 2-pronged male plugs that plug into female. Neither resembles a fuse.

Is it physically attached to the shock tower? Neither of these were.

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2008 E350 4matic / Black/Anthracite

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Gone but not Forgotten:
2001 E430 4matic, 206,xxx miles, Black/Charcoal
1995 E320, 252,xxx miles, Black/Grey
1989 260E, 223,00 miles, Black/Black