Ohhh ... so THAT's where they go! Each of us has a little "Attachments" folder, as you say.
When I first started posting pics on the forum, I would upload my pics to the Gallery, then from there find the URL address, then cut-paste that into my thread post. Tedious, but at least I knew where my pics were stored. Then, some time later, you guys taught me the "Attachments" shortcut methods, which I now use. But where did all those Attacments go? Well ... now we know!