Well I answered my own question. Dell parts support found me the heatsink. It is only installed with the liquid cooled CPU, not the air. I guess the BIOS requires it. N1C1D is the part number for HTSNK VR CPU R11 125W. I am attempting to buy one from Dell. Anyone trying to upgrade from air to liquid CPU cooling should know that the 0N43JM motherboard (Intel Z490) will want to see BOTH the liquid cooler (on pump header) AND the VR heatsink installed. The rad fan will be plugged into TOP FAN and the CPU FAN header empty. I will post a picture of that heatsink.
3080/10700. So I swapped out the CPU air cooler with an official Alienware liquid CPU cooler. Then I get this strange error, 2000-0174 heatsink - heatsink clip not installed - VR Heatsink failure. Funny thing? This version of the Aurora R11 has no heatsinks on the VR. Help?
Aurora R11, swapped CPU air heatsink with liquid cooled, critical error 
2000-0714