How do I find the directory of a page template?

You can simply right click on your Template Select on the edit page, Inspect Element (on Chrome) then you can check the different options in the select like “page-template.php” as value and find your template file. 🙂

<select id="inspector-select-control-0" class="components-select-control__input">
    <option value="">Default</option>
    <option value="page-my-account.php">My Account</option>
</select>

It should look like this with your own templates.