Recording a Macro doesn't generate .lua file

I have several macros that work perfectly fine. However, when I record a new macro, I cannot find the usermacro.lua file anywhere on my computer, or any of the other macro files or the Script plug-ins folder. Therefore, I cannot create new macros. Any advice?

I am using Dorico 3.5 on a 2017 MacBook Pro with Big Sur 11.5.2.

In the Finder, click on the Go menu with the Option key held down. This reveals the Library item that is normally hidden. Choose Go > Library and there you will find
Application Support/Steinberg/Dorico 3.5/Script Plug-ins

That was it!!! THANK YOU BLESS YOU!