The plugin creates a folder the name of which is the date and time of a backup. In this folder, find the backup of the database in "database.sql.zip" and the backup of all files and folders in the zip archive. If there is no zip folder on your server, the backup won't be saved.
You can find this folder in /wp-content/uploads/updater-pro-storage/.
This article related to Updater plugin
Additional resources: Updater - User Guide
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