By "last" version as opposed to "latest" version, do you mean 20.0.8 and not 21.0.3? The steps have changed, and the numbers do help us to help you. On a Mac, go to PS > About. On Windows, it's Help > About.
Assuming "last" means 20.0.8, saving shapes was done in the options bar then. We can update this once we know your version.
Here is the location on the Mac. You can use the Load Shapes command to load your saved shapes back in. In the 2020 version, the PS folder will be PS 2020.
In PS 2020 (21.0.3), there is a new Shapes panel (Window menu) where you can create a new Shape Group for your shapes and Import the Shape groups you have saved, even if they were save in an older version.