Look into the following path:
~/.steam/steam/steamapps/compatdata/12210/pfx/drive_c/users/steamuser/Documents/Rockstar Games/GTA IV/Profiles/<random-id>
It will be similar for other games, each game now seems to have it's own "C" drive so to speak. Games are run as the steam user, which I guess is probably a good security practice. Considering how Windows tend to give every scammer full admin access.
Also check out this: https://community.99stack.com/d/1350-how-do-i-make-a-local-backup-of-my-server if you want to save your game files locally and not having to rely on steam servers every time you download the game.
