Simple answer---- where ever they fit in my limited stuffed storage.
I have a large pizza box for orphan blocks, extra left over blocks. Once or twice a year when the mood strikes me I will go to it and do something from contents.
I put small pieces in baggies, then put withrest of project so I do not loose them/
I've found bags slip & slide & get lost so Ufos in boxes labeled. Shoe boxes work very well.
Future projects in labeled boxes, stacked around my sewing room.
Scraps ha ve their own homes by sizes.
After holidays, I want to totally reorganize my sewing studio, I have way to much wasted space.