Hi, let me try and help you locate this filter. They put them on the return side of the system. Depending on the size of you're home, you may have up to 3 or more.Normally, they put them in the ceiling to clean the air as it is drawn back to the blower fan motor.Check through out home to see if they are in the ceiling. If not, go to the unit upstairs.If the blower motor is an up flow with motor above, you should be able to see the filter above the motor.If it is a down flow, the filter should be laying below the blower motor.To sum this up, which ever way this motor is blowing the air would be the supply air flow, and the filter will or should be before the air heading out.It should have an arrow showing the direction of the supply air on the blower housing.The return is the air coming back to the heater, where the filter should be located to catch the dirt and start the cycle again.It could have a grill in the wall next to the furnace, or on the face of the furnace it self.Some will be marked on the furnace and will say return filter excess.It could be that the owner before you removed it, and never installed a new one?There will be some way, grill, in furnace for the air to go back to the blower section. Use a good light to look inside.This loud squealing, sounds as though you have a belt drive blower motor that is worn out.They are on split systems, the older ones.That would be the squeal you hear, go to the furnace upstairs, and by removing panels, you will find the belt and more then likely, the filter section.The belt will have a number on it like, 4L330, 4L460, or even A-37 ect.Easy to remove and replace.A direct drive motor has no belt.It also sounds as though this home has a zone control, using hot water that circulates by the use of a water pump in line somewhere in the system so when it calls for heat, this pump starts sending hot water through out different heating zones in this home, more like a commercial system would have.Gas would heat this water, and flow through pipes to VAV boxes in the ceiling, or maybe your supply vents are on the floor, I don't no this. As for the 9 degree difference in the upstairs and down, could be many causes, as the way this heating system is designed, and what type thermostat controls this unit. It will always be warmer upstairs, as you know heat rises, but you can check the way that the duct work has been installed, and see if indeed this is a hot water zone controlled system.You could have dampers in the duct work controlling the amount of air to different parts of the home that may be shut of causing this much of a differential.Take care of the belt, which you can buy at most hardware stores, keep searching for the filter or filters as they are somewhere on the return side, you may hear or feel the air being sucked back to the unit, that is the return side.Find out by looking for a boiler hot water supply if you have a basement, attic and so on.You will be able to solve a lot of these problems by getting familiar with the way this system is set up. I would like to hear back from you on this.Sincerely,
Shastalaker7