I've asked some guys with 95 cars and they don't have them.
Mine's a 94.

There is one hose from the waterpump and one from the radiator (kinda y's into the rad hose) and then heads down along the drivers side of the block down low...

They are about the size of heater hoses, but from the top I don't see where they go...

 

The factory oil cooler?

 

didn't think about that...is it water cooled?

 

Yep, the cooler is sandwiched between the oil filter and engine block and uses engine coolant.

 

Oil cooler

 

you rock shoebox was that an option or only on certain year cars?

 

ack! those diagrams give me headaches...

 

They were an option through '95 that was included with many option groups (don't know the specifics). There are '95's that supposedly should have them but don't, like mine Although mine was built late in the MY.

Very ineffecient design for a heat exchanger. "Back in the day" a few people nuked their bearings after cam swaps as some RTV floating around in the oil would clog it.