Thanks, wp. I just found the source too, and the .<programname> file.
That means, macOS behaves just like UNIX in this case.
I got a little bit confused, as I read the Wiki about TXMLPropStorage and was expecting a XML File and could not find anything...
And for me, this component works well, I dropped the component on each window, assigned the window session properties and quite easy, the positions of each window are saved in the same file and get restored upon program start.