Where is the data stored in Bitcoin?
The blockchain (at least as far as Bitcoin goes) is a series of transactions, collected in blocks.

This data is stored on each and every full node (pruning aside). There is no cloud based storage as part of the bitcoin network, although third parties host various forms of parsed data in the form of explorers and other such products, some of which may use cloud storage (assuming by "cloud" you are referring to AWS/GCP/similar offerings).

The bitcoin network itself is self sufficient and requires no third party resources. When a new node joins the network, it simply downloads the historical data from other, existing nodes. There is no need for any other form of storage.