Hi David - I own a Sigma EX 12-24 mm D 1:4.5-5.6 DG HSM. Mine was new and boxed so perhaps I can help. It does come with a clip on front cap - but the cap clips into a plastic sleeve that slips over the petal hood. As for the gelatin filter holder at the rear it is in the form of a "U" shape, thin black metal clip around the rear element. Looking at the rear of the lens it is the first thing you see - it has three tiny screws to hold it on and you cut your gelatin to fit - it is very fiddly. It also merges into its own backplate which makes it difficult to see. The easiest way to find it is to gently run your finger nail around the rear plate and it snags nails very easily and very painfully when inserting the gelatin
It is a cracking lens however!