Hi DIY,
Welcome to the Ford Barn, and welcome to the hobby. Just for laughs, is there any chance the axle-nut is turned so that one of the spurs on the nut is covering the hole in the axle? Did you check for this? If, after removing the nut and checking for the existence of the cotterpin hole in the axle, including cleaning the threaded nub to be sure that it is not clogged with dirt, grease, or the stub of an old cotterpin, you are convinced that there is in fact no hole for the cotterpin, THEN replace the nut, torque it to spec. and drill through the castle slots to provide a new hole for the cotterpin. The Model A needs this nut/cotterpin arrangement on the rear axle. I bet you a nickel that the hole is there somewhere, however. Happy Motoring!