I accidentally clicked no when my project crashed, then my .bak files over a 4 hour session vanished.
Does cubase delete them to any specific location??
Please help!! 
I’m not a Windows expert at all. But as far as I know, these *.bak files are not moved to the trash, but just deleted. The same way, as if you Shift+Delete the file.
I don’t know, where are these files located then, and how can you get them back. Please, try to read How to Recover a Deleted File: The Ultimate Guide, or Recover lost or deleted files.
The .bak files should not be deleted unless you specifically deleted them. Have you checked the top level project folder where the .cpr file is located?
If they are not there then maybe you can use this “Recuva” program to find/recover them.
Regards. 
What happens to them then?
Surely the recycle bin is handy for restoring what was Deleted?