Another possibility is that you may have at some time changed the LR optional setting "store presets with catalog". If so set, the list of user presets that you see when using a given catalog, is individual to that catalog. And the user preset files themselves, are then stored in a dedicated subfolder alongside that catalog on disk. So if your catalog is held (say) on an external disk, it would be worth taking a look through there too. But catalogs don't stay the same forever, for example they get upgraded and saved as a fresh copy when you go to a new Lightroom version - even if you have no wish to run more than one Catalog at a time. The presets would need to be moved across, or else duplicate copies made, in that case. (So personally I consider the standard, central location - NOT 'store with catalog' - the better option. Usable by whatever catalog, regardless.) In any case, making sure of a backup of your user presets is indeed a good idea. If you right-click (Cmd+click) on a user preset you can select to show the presets location. This opens a file browser window pointing to wherever this preset is stored. That will be in a subfolder of a folder called "Lightroom". This entire folder, plus another one alongside it called CameraRaw, are what should be backed up from time to time. Doing that preserves all kinds of things like watermarks, various sorts of presets, and within CameraRaw any and all user lens profile assignments, downloaded or user made lens and camera profiles, customised per-camera processing defaults, and suchlike. Potentially a large investment of your own time and attention, taken overall.
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