Why, in the "Terrain" folder, of course!...
But seriously, "Game / Data / Terrain / LocationMaps" and all of the 'marker' files' names begin with the letter "O_", such as "O_Patrol.dds", which is the star with a binoculars on it. There are also the "O_Patrol_G.dds" type files that are the "Greyed" stars with the checkmark in them, for when you complete a patrol.
Are you thinking of trying to make them somewhat transparent, so a person could see "through" them? or just make them a light color?...