The oil cooler is on the passenger side of the engine sort of low down and forward of the turbo. This picture looks like the small hoses between the EGR valve and the EGR cooler on the driver side (see my driver side engine picture at
viewtopic.php?f=98&t=74594). If so they are PNs 05170053AA and 05170054AA.
However, other than the bend they shouldn't be anything special just regular heater hose of the proper diameter. You might could get a piece of heater hose that's not prebent routed in there without kinking it, I don't know, or you might could pull the hose and take it to a good auto supply shop and match it to an existing prebent hose or hose segment. Be sure to use new worm clamps rather than try to reuse the OEM spring clamps.
Now if you had a GDE tune you could just reroute coolant lines so no coolant goes to the EGR or its cooler and forget about it. With the GDE tune there is no need for the EGR cooler function.