Where are my hex files - TeensyUser/doc GitHub Wiki
The hex file location during a normal build is in a TEMP directory - the path to that will show in the console window when Verbose output is selected in 'File / Preferences'.
Additionally using [both on the 'Sketch' menu] 'Ctrl + Alt + S' will 'Export a compiled Binary' into the Sketch folder. To 'Show Sketch Folder' use 'Ctrl + K'. That file can then be saved or moved.