we can't take wild guesses as to where some certain undisclosed game might store stuff on your machine. Wine settings themselves will only be in the prefix your using, the default is ~/.wine If you set your WINEPREFIX to something else before running wine, then its wherever else you set it... I do not think your issue is related to Wine at all, its the game, maybe some ini file or something else somewhere in the game folder, or who knows where else the game saves things.
