How to locate a Lightroom image that I unintentionally stored outside my usual folder

Where do I find "The 'last used' settings in the Import dialog" ?

Open the Import Dialog and it will be at the settings when you last used it. The settings are not recorded permanently unless you make an Import Preset. BUT if you change any of the options- this now becomes the 'last used'. I really should be just using the word- "Sticky". ie. the Import settings "stick the same" until you change them. Because my method of Import is always the same- I open the Import dialog and [Import]- the last used settings have "stuck" 🙂

Finding your errant photo is done as suggested in the post by DJ_Paige. If the photo was Imported then it must be searchable in the Catalog.

I created a folder that I named _Lightroom_ and have been storing all my Lightroom under this folder for years. I unintentionally stored one folder "somewhere" on my computer, outside of this folder.

The result of this appears to be that when I'm importing images, the right pane for where the location will be no longer is my _Lightroom_ folder, but now is my MacBook Pro drive.

I'm using Lightroom Classic CC, on a 13" 2015 MacBook Pro running Catalina.

Is there any way to find this file, or if not, is there a way to "tell Lightroom" to always start at my Pictures/_Lightroom_ folder, or even to tell it to start at the last location I used?

Lightroom has lots of features that allow you to find files in its catalog, and from there you can find what folder the actual photo is stored in. Click on All Photographs, and then use the Filter Bar to search for this photo by File Name. Then, you can find what folder it is in by right-clicking on it and select Show in Explorer (Windows) or Show in Finder (Mac).

When you import, you always have the option to specify which folder the imports should go into, and this should remain unchanged the next time you do the import, unless you chooose to change it.

"Does "last used" also default to the last used setting for where the image is coming FROM ?"

If you are Importing from the Hard-drive, then- yes. I see the same folder highlighted when opening the Import dialog a second time. ('Sticky' but not 'Default')

OTOH Your camera card is not permanently connected, and Lr-Classic would need to detect it to show it in the 'Source' panel. You might also have several cameras that appear differently in the Source. Even an Import Preset does not seem to 'save' the Source in the Preset (The Source may be constantly changing!).

TBMK The 'last used' settings in the Import dialog are "Sticky". ie. you will only need to "Drill down" to locate the {Pictures/Lightroom} folder and do one import. Then the next import should default to 'last used' {Lightroom} folder.

You could also save a Preset (from the drop-down menu below the Import window), then you can always easily restore you desired options for Destination  from an Import Preset.