where are menu item configurations stored? In drupal 8, which file holds the information of the menu items?  I do a config-export and do not see which file is changed when I change the menu items.
Menu is a Entity, like a Node (sure, with some differences). There is a config and content, config you can export and import through UI, but not with content, this you will find only in DB.  

Maybe you can find some modules to import/export content, but its not available at default install of Drupal 8.