I don't think we know where they went.
Fan Fiction II: Great story! Where's the sequel?
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Most fics I've seen assume they all went to Wakanda. It would be simpler, and I'm assuming Steve called in a favor with T'Challa or T'Challa made an offer.
And since Sam does what Steve does, only slower, I'm guessing he's with Steve.
Zen,
the mid-credits scene happens before the breakout from the Raft. You can tell by the bruising on Steve there that's absent when he comes and breaks them out. My assumption is that none of the unfrozen ones are in Wakanda after that.
Plei, Shoot. It's like I'm expected to make something up.
Well, what the heck else are you doing here, Zen?
RESEARCH
Make the changes you want and call it an AU!
I turned Giles into a vampire. They're really more like guidelines.
Zen: bwahahahahaha.
Say they moved to Canada; it's what everyone wants to do if Trump gets elected. It's a time honored tradition.