Where is the Mycelium wallet file stored?
For Mycelium, the actual file that contains the encrypted keys are in the sqlite3 file. You can see in the source code that though there is in-memory storage, it's used mostly for testing and that the main way in which Mycelium data is stored is in a sqlite3 file. Sqlite, if you aren't familiar, is a very simple relational database that contains the whole database in a single file.

You can see the actual relational database table layout in the source code.

To answer the question about exactly where the wallet is, mycelium does not have the installLocation attribute and therefore is only going to be stored in internal storage, or on the phone itself.