right now it seems like if the docker containers stop I lose everything.

No, you don't. Data is persisted on disk. S3 as a long term storage exists but not a battle tested feature.

Where is the data stored?

I see you mentioned docker stand alone in the GitHub issue, so for that type of deployment it's here https://github.com/SigNoz/signoz/tree/develop/deploy/docker/clickhouse-setup/data

Ah, okay, thank you! I was looking under /var/lib for clickhouse and signoz directories...