Hm. By default they should go to ~/Documents/Eventide/Blackhole. I'll create a ticket here to look into this. In the meantime, you can move them by hand to the ~/Documents/Eventide/Blackhole folder.

Are you trying to load the Instant Phaser presets from the Logic Pro preset menu, or the preset menu in the Instant Phaser plugin? You should use the dropdown in the plugin itself.