Hi Oclex,
At the top of the image in Photoshop you'll see it has a file name. If you saved / closed the image already, try looking in Photoshop's file / open recent dialog for it.
Once you have the filename you can search for that file by name on your computer.
When saving a file for the first time, the destination folder is shown and you can change the destination right there.
But, next time you save, the new version just replaces the originally saved one - right there in the originally set folder.
Can you find it in a search?
I hope this helps
if so, please do mark my reply as "helpful" and if you're OK now, please mark it as "correct answer" so others who have similar issues can see the solution
thanks
neil barstow, colourmanagement.net