Where are dunder dictionaries stored in salt?
There are currently 5 dunder dictionaries. They are available at runtime and generally not stored statically.

__opts__    - Master or Minion configuration options; stored in configuration files of master and minion, collected at startup

__salt__    - Execution module functions (i.e. __salt__['test.echo']('foo')); from built-in and custom execution modules stored in _modules/

__grains__  - Grains (i.e. __grains__['os']); collected from minions, dynamically generated, or stored in minion config or /etc/salt/grains

__pillar__  - Pillar data (i.e. __pillar__['foo']); collected from the pillar

__context__ - Context defined in state modules and execution modules

You generally don't need to use them, unless you are developing Salt or writing custom modules, runners, returners, or external pillars.