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I had similar problems with a Jeep Wrangler and use a couple of products that worked well but were messy.
POR-15 I used on the exposed frame sections and the belly pan.
Eastwood Internal frame coating I used to spray the inside of the frame rails.
POR-15 is black and anything you get it on will be black from now on. I got some on my hands and wore it for about 3 weeks. Be as careful with this stuff as you can and do not skip any steps.
Eastwood is a ugly green color and you do not want that on your driveway or garage floor. It is fairly simple to use.
The only thing I don't know is if either of these would react well if they came in contact with the aluminium. Also, Ford has developed a coating that is supposed to seal the metal from the aluminium to prevent corrosion.
I purchased a 2016 Ford F150 last year that was assembled in Dearborn according to the paperwork. I was putting running boards on and noticed the exact same thing as the OP. I thought about taking it back to the dealer, but I don't trust anyone, so I took off the rust myself and applied primer and high quality flat back paint to the areas that should be coated. I knocked off most of the rust from the exhaust clamps and drive shaft. I had rust on the rear differential and axle as well. One more treatment and it should be good to go. Glad your truck was taken care of, sounds like a decent dealership. I just wouldn't trust anyone to take every bit of the rust off prior to priming/painting so I tackled it myself. Apparently this is not anything unique. I am sure there are quite a few that never have seen underneath their truck and don't realize the same thing exists with their brand new truck. Glad I decided to put on the running boards. Goes to show you, inspect every single inch of your vehicle.
I knocked off most of the rust from the exhaust clamps and drive shaft. I had rust on the rear differential and axle as well. One more treatment and it should be good to go.
Be careful painting the axle housing. They're gonna rust a bit. Painting it may cause overheating issues.
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