I didn't know that you could get a hydro trans without a filter. I don't know enough about the case tractors. Do you have a part # and a manufacture of the hydro? Contact the manufacture of the hydro and see if came with one and where its located or see if you can put one on if it doesn't come with one. I would be a little worried about the shavings going through the hydraulic system.
I just took my hydraulic pump apart, It was already bad and I like to know how things work. These pumps are very simple in design and unless you have someone dropping gravel in your tank do not worry about a little bit of flakes in the oil. The pump is a simple gear driven design, much similar to the oil pump on my Harley.