'What's the path to this folder, please?'
Its located in the root of 'Internal Storage', right next to the default location for DCIM (photos / videos). Connecting the phone to a PC via USB shows the folder. Its not visible on the phone obviously (note the period at the start of the filename). Also, the PC is running Win7 with hidden-files disabled etc.
Upvote this if that's not clear enough, or you have more questions. Also please share any insights too! By the way, there are no other applications of any type installed on this phone (EVER). It has a throwaway SIM that is used solely for WhatsApp. We only use this app because we're forced to. Many Educational Institutes around the world outsource their entire IT to WhatsApp / Google-Docs / Office365 etc. WTF???