Hi Nemo191,
Wazuh server stores all events coming from endpoints in the files /var/ossec/logs/alerts/alerts.log (flat log storage) and /var/ossec/logs/alerts/alerts.json (JSON document storage). Internally, these files are ingested by Filebeat and sent over to the Wazuh Indexer, where these same alerts are stored as documents in indices. You can find out which directory this data is in by looking at the path.data variable in /etc/wazuh-indexer/opensearch.yml, which defines execution conditions for the indexer.
In a standalone install, like yours, the aforementioned means that the alerts are stored in those three locations. You can also optionally enable archives, which would also store all events (even those which do not trigger alerts) to be stored in /var/ossec/log/archives/archives.json, but be advised that this capability fills up the disk very quickly and is usually used for troubleshooting.
Wazuh Server uses buffers for the endpoint data before storing it in disk, which would mean that disk speed should not be a limitation, but you will surely find it beneficial to count on faster disk writes and reads when querying alerts.
Hope this helps.