There isn't a single answer. Apps can write data under Local, LocalLow or Roaming folders (or any combination of them).
UWP apps have a more specific layout, due to the way UWP is provisioned.
Active Directory introduced roaming profiles, where a domain user could sit down on any system and some user profile settings would be locally transferred. Roaming data is synced to the AD servers, and usually there's a limit on space. Therefore it's mostly high-level app settings.
Local data isn't synced by Active Directory. Data content is usually stored here. The majority of personal users don't use AD, but developers will follow this convention. LocalLow is a low-security model version of Local.
If you have a browser like Firefox, Mozilla folders will exist across Local, LocalLow and Roaming. And other app settings can live in the Registry, under HKLM or HKCU paths.
What you need to do is web search your app, since someone's already figured out where that setting lives.