Assalam o Alaikum rahamutullahi wa barakuthu.
No one knows where it is, and only Allah knows best. We should not talk about things like this as it is not benefictial, rather stick to Quran and Sunnah and focus on what is benefitcal. Til then, we should believe whatever was revealed in Quran and Sunnah including existance of Gog and Magog, and the wall. Many signs of Last Day have been fulfiled like tall building construction.
Allah knows best.
JazakAllah khair
