Possible but unlikely. You said "central heating" but pictures show an airhandler prepped for cooling and it's highly unusual to do that because it's needless expense. I'm going to assume cooling is included whether you've used it or not. Filter will ALWAYS be upstream from coil and there's often several feet of duct between filter and coil/blower assembly (airhandler). If there's no filter installed the interior of ducts and blower wheel should be caked in dust. A year of operation without changing filter could have easily clogg origional filter then suck it out of holder and send it into duct where it's no longer visible. Go back to carfully examine upstream of coil for a holder without a filter in it. Very often the only visable clue of location is a 2"x 20" metal strip screwed onto side of plenum. It is common practice to install filter behind the 20x 20 intake grill in living space.

Have you looked at the main return in the house and removed the grillle cover? Have you tried asking the HVAC installer? He should remember considering the installation was about a year ago. When you speak with him find ask what filter size is required.

Check your return air grilles, most likely in the ceiling of a major hallway. It may have a drop down cover that the filter sits in.

Thanks all, I found the filter in a return air grille as described.