From the metallurgical understanding, each reaction (anodic and cathodic) usually takes place preferentially on a specific spot of the metal microstructure. For carbon steels, for instance, ferrite is consumed preferentially over cementite. Then, we can say that the anodic reaction occurs on ferrite, whereas the cathodic occurs on cementite. However, for pure iron, considering a high-purity metal, there is only one phase (ferrite). From discussions with my colleagues, the main understanding is that the cathodic reactions would occur on the grain boundaries, whereas ferrite would again be the anodic site. Unfortunately, I could not find any literature addressing this mechanism in detail.