Where is the MAC address of my Thunderbolt to Ethernet adapter?
The MAC Address is unique and a property of the actual network hardware (although it can be spoofed). So your adapter has its own MAC address, as does the the network interface in a Thunderbolt display, and the Wi-Fi in your MacBook Air.

Different Thunderbolt to Ethernet adapters will have different MAC addresses, but moving one between different ports won't change it.

You can view the MAC address of any network interface attached to your Mac by using Network Utility, which you'll find in the Utilities folder within your Applications folder. It calls it a Hardware Address, but it's the same thing.