I have searched my entire system and found only two user.cfg files.
Users under AppData/Local/A4 Games/Metro 2033
Game install in base Metro 2033.

I have tried to edit these using on and 1 and settings for things like FOV.

I have watched the files to make sure they are not overwritten and if so I put it back before starting.

I have also made the files read-only and watched as they are not updated between starts.

I have even started an entirely new game in case its part of the saves and as part of this destroyed the save game location.

Nothing I have done works yet all of my modifications remain in the user.cfg files.

same here. trying to get following cheats working
g_god
g_unlimitedammo
both exist in game dir user.cfg but neither exist in appdata dir user.cfg
when I add and deny write, they stay there but have no effect on gameplay.

Suggestions?

I am also having the trouble with cheats not working. All internet links are for the non-redux version that I can find.

Simply set all settings to default, using ingame option, in the main options menu.
That creates the correct files, and then your settings will stick, whether in game, or direct text edits.

Steam versions uses
AppData/Local/4A Games/Metro 2033/{Steam UserID}/user.cfg
Saves here
Documents/4A Games/Metro 2033/{Steam UserID}/

GOG uses
AppData/Local/A4 Games/Metro 2033//user.cfg
Saves here
Documents/4A Games/Metro 2033/

FOV is Vertical use this tool to find value.
<span class="bold">Horizontal/Vertical FOV Calculator</span>

Open user.cfg.
Change r_base_fov from the default 50.625 to the desired value.
Notes
Increasing the FOV will reveal unfinished player model.

Source
<span class="bold">Metro 2033 Redux - PCGamingWiki PCGW</span>
Last Light Redux is almost identically configured
[url=https://pcgamingwiki.com/wiki/Metro:_Last_Light_Redux]Metro: Last Light Redux - PCGamingWiki PCGW[/b[/url]

Always use PCGamingWiki, for all your games config settings.
<span class="bold">PCGamingWiki PCGW - bugs, fixes, crashes, mods, guides and improvements for every PC game</span>

As for Cheats
There's Cheat Engine
<span class="bold">Cheat Engine</span>
Enter Metro in the search bar here, to find the Tables
<span class="bold">FearLess Cheat Engine - Search</span>

Alternatively, there's the simpler Infinity Multi-game Tool, from the WeMod site
<span class="bold">Infinity - The Ultimate PC Game Modding and Cheat App | WeMod</span>