The obvious spot I thought would be C:\username\Documents\OFX Presets because that's where user presets are stored when saving a preset in a VFX plugin. Unfortunately, I couild not locate saved Filter Packages in that folder - and nor could I find them in the 'usual suspect' folders in C:\Program Files or in the various 'usual suspect' folders under C:\Users\user name\AppData (Local and Roaming).
I've also trawled through RegEdit but couldn't find anything obvious in the Vegas Pro related RegEdit folders.
Just a guess, but I suspect that the saved Filter Packages are stored somewhere in the Registry but are encoded in some way. But I did find this forum post from 2014 which describes a process of transferring custom presets. Whether this also includes Filter Packages is something that you may wish to test. BTW, Vegas Pro 16 is still listed under Sony Creative Software in registry folders. That did change to VEGAS Creative Software with a later Vegas Pro version (VP20 I believe).
Saved Filter Packages should appear in any Vegas Pro version installed on the computer though of course any VFX plugins used need to be compatible/licensed with the other Vegas Pro versions. As a test, I saved a Filter Package in Vegas Pro 16 and it appears in Vegas Pro 21 - and vice-versa.
If you're wanting to copy/paste the Filter Package over on to another computer, that looks as though it's going to be a problem. Hopefully, another forum member might be very knowledgable about the Filter Package location and thus can point you in that direction.