@girblee that little pipe has nothing to do with the intercooler its the intake for the secondary air pump this is an electric pump that runs on start up and blows air into thexhaust to help bring the cat upto temp quicker to improve startup emissions. but still needs a filter as you say :)
doesnt matter how modern the engine is if its turbo atleast give it a minute for the oil to reach the turbo or ur half the life span of it.