Any ideas where these are stored on the SD cards? 

Can't recall exactly, just fish around in the main folders, maybe called 'private'? Then there'll be an MP4 or something folder, then one called clips. There aren't a lot of folders on the card, maybe 4 in the root menu then a few subfolders.

You must make sure you're writing to the card you're reviewing. You may find you're writing video to your second card.  

Checked both cards. Nothing showing but can view in camera 

What format are you using, and do you have a program that can decode them? I don't know why you can't at least see the files in the folder. But if you can see them in the camera, they're there. 

XAVC S HD 50p

Assuming you are using Windows PC, it's Drive Letter x:\Private\M4Root\Clip on A7II and reading Cameratose' description above, it should be the same on all Alpha cameras (maybe).

I’m using Mac OS but should be able to locate. 

Found!! 
PRIVATE..M4ROOT..CLIP 

Bingo!