Smart objects psb files, where are they and where did they go

For the last 4 years at around this time, I build two monthy desk top calendars to print and sell for the next year. I use smart objects for each month and when I work on the next year, copy the file, ie., May 2020 and rename it May 2021, then I go into the smart object for that file and change the days to match the new year. It seems that every year when I open the smart object the format changes slighly (wants me to update) which is really annoying. So this year I innitiated a quest to figure out what was going on which ultimately led me to make this post. I figured out that the smart object for each month created a psb file that I saved every year,  yet I cannot find any evidence of them anywhere on my Mac. I know they are hidden files, and I have searched the hidden realms as well. If I go to the old calendars open up the smart object I see the psb file name but it is not on my computer. What happened to them? Does Adobe/Photoshop wipe out the psb files when it upgrades the program? How can I preserve their format for next year?

Earl