Where is the setting saved when I modify a configuration setting? When I modify a setting from a custom module, where is that saved?  How can I get that setting without exporting the configuration?
https://www.drupal.org/developing/api/8/configuration/simple

See the section on Interacting with configuration and Reading configuration.

E.g. $config = \Drupal::config('system.performance');

I'm assuming the saved settings are configuration.