The thermostat on a 2003 GMC Savana 2500 with the 6.0L engine is located on the
engine block, at the back of the engine, near the top. It's usually tucked in somewhat, making it a bit difficult to access without removing some components. You'll likely need to look directly behind the engine, possibly from underneath or the side after removing some parts like the air intake components to get a good view of it.
It's not easily visible without some disassembly. A repair manual specific to your year and model will provide the most accurate location and instructions for accessing it. Consulting a repair manual is highly recommended before attempting to locate or replace the thermostat.
