Just so this does not become an "empty" destination, as who is not going to come here when google throws up this page for XF OBD location, the OBD port on a 260 model XF (2015 onwards), and I believe it is the same for model 250 XF (cars built before the changeover in 2015) although I can’t confirm, is in a RHD car just passed the trim cover under the steering wheel into the grey sound deadening material. Difficult to locate if sat in the driver’s seat so I have found it best to kneel outside with the door open and look up passed the trim into the sound deadening material and there you will find your prize, sort of centre. Watch out too, the port will rock about a bit too (about a cm) which is a little disconcerting at first when you try and connect your scanner. Can be done from the driver’s seat “blind” once you have a had a little practice!
You can try cheap OBD port connectors (say £5.00 on aliexpress/ebay/amazon) with free downloadable OBD software (do a google store search!) that works on a smartphone via bluetooth connection to get a feel for it, before you decide to invest £££ in the latest and greatest!