Playback Templates Storage Location

Are you asking about Page Templates or Playback Templates? Playback Templates can be exported as .dorico._pt files, not Page Templates. AFAIK, neither exists naturally in that format. Playback Templates live at Users\yournamehere\AppData\Roaming\Steinberg\Dorico 4\PlaybackTemplateSpecs in Windows.

Page Templates are contained in the file itself, or can be exported as doricolib files. When you open the doricolib file that info will be in the pagePairDefinitionSets context. If you want to save your Page Templates and have them come up automatically in any New file, I posted a walkthrough in this thread.