PCSX2 uses two different methods for saving progress, which are stored in separate subfolders: How to Import Save Files on PCSX2 - Full Guide
(Assuming default install on Windows; other OSes noted below.) pcsx2 save game location
This is a complete guide to finding, managing, and backing up your PCSX2 save files. PCSX2 uses two different methods for saving progress,
The easiest way to find your save location is through the emulator itself: pcsx2 save game location