When Ignition is connected to a SQL Server database, where is the data stored in the local Mission?
What do you mean by mission?
local system?
It depends on what you mean by 'data', and what version of Ignition you are using.
By default, we use the following installation directories per OS:
This is where all your persistent gateway and project configuration lives. We don't store that data in any external database, we own it ourselves.
You can also configure any number of external connection points (tag history, audit logging, alarm journals, transaction groups, direct scripts, etc) to write data into an external database you're connected to, and most of these services have alternate connection options that will e.g. store on a SQLite database file in the installation directory as well.
The only answer to your question is "quite a bit, the exact edges of which depend on how you have configured Ignition".