i haven't got a heater box laying around like i used to, so maybe someone can correct me if i am wrong. but there is a plastic duct that clips to the heater box that the clips could have come off? can you feel air blowing near the hand brake lever when the engine is off,(vents should default to the screen)
  i haven't looked under a dash for ages, but i think you might be able to see this duct from under the dash to the left of the hand brake lever. (stick your head next to the brake pedal.. get a torch and don't get stuck, and check for red backs if the car is spider ridden)   hope the pic helps? ist just one i had done in the past(made foam gaskets from seat foam)(this is an XF heater box, but they work the same pretty much)