File locations

What	Where
Exported PNG	`<Output>/<Pass Name>.png`
Swatches	`<Output>/<Pass Name>.aco`
Legend	`<Output>/<Pass Name>.csv`
Default Output	`//matid/` — next to the blend file
Unsaved file fallback	Blender's temp folder

Settings live on the scene, so they are saved in your blend file. Pins and exclusions live on the material, so they follow it if you append it elsewhere.