Normally in GOG installs they are in the game's own directory, and not in some obscure folder buried deep within the C: drive.

However, after porting SPAZ from one PC to another, I found none of my saves ported with it.

This quesiton is coming a bit too late though. The horse has bolted and it is too late to shut the stable door.

But where ARE the savegame files?

Where save & config files are kept varies on a game-by-game basis. (I presume that cloud save locations are made more uniform, but I don't use store clients.) It's mostly older games (2005-ish and earlier, I'd say) that store saves in the installation directory; these days, that's considered bad practice for at least a couple different reasons.

Your first step when looking for games' save and/or config file locations should be to hit up PCGamingWiki.com. For example, here's SPAZ' page: https://www.pcgamingwiki.com/wiki/Space_Pirates_and_Zombies#Game_data