They were a large mesh screen over the large side grill, one each side.
They were removed due to the loss of airflow to the rads causing them to overheat.37's are notorious for overheating. Class 40's had them as well.
Hope that helps as they say.
Riding about in a class 37, the doors fitted where they touched, windows the same, whacking big fan in the nose, why bother with frost grills.
I have spent 100's of hours in calss 37's / 40/47/31/56 in the coldest of winters freezing nearly to death on these fridges.
Good job me mam knitted me agood wooly hat and scarf to avoid frost bite.