They are not in the ...Morrowind/data files folder?
That's where they are saved for me when I make a mod.
It was my assumption that they were saved to the Data Files folder by default, but if you can not find them there then I can not even begin to suggest where to look.
Did you check the steam version's folder just to be sure? If they aren't there and somehow still working then this just got spooky. Ghooooooooooooost mods are haunting your Morrowind!
Also did you try using the search function on your desktop start menu? If you know the name of the esp you can look it up there.
Your installation path is the problem. Windows Vista/7/8 sort of "protects" the Program Files and Program Files (x86) folders, and that often causes problem when modding games. You could try moving/reinstalling the game to other place, like C:\Games or whatever.
Of course you'll still want to get the mods you already made. http://www.gamesas.com/topic/781497-vistawindows-7-problems/?p=12113679. Just go to Data Files instead if Saves.