It usually doesn’t go anywhere however the space that file is located on a drive is now marked and considered available to be overwritten as free space. Edit: at least on traditional hdds I’m not familiar enough to know if modern nvme drives do they same or if they actually dump the charge states(what gets interpreted as 1s and 0s from their capacitors). Since nvme has a limited amount of writes I would assume they do similar to traditional drives to limit unnecessary read/writes
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