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The answer is replied many times as : "User/ Name/ AppData/ kenshi/...".
Also make sure to turn on viewing of hidden folders and files as Pyrrhus suggested.
Unless you've got a 3rd party software moving them (first I've ever heard of thenĺ, they are in one of only two locations, the appdata location you mentioned in the OP (the one Cannibal gave is incorrect), or the game's installation folder.
The game also tells you in the options menu which location it's using, and the path to it.
Do you have multiple drives?