The file is ~/.config/dconf/user.
You can find this by monitoring changes in your home directory while you make the change (e.g. inotifywait -r -e close_write -m ~/.config — I wouldn't advise the home directory because inotify has to monitor each subdirectory separately). Or you can look for recently modified files after making the change, e.g. for 5 minutes:...
No, because while the shell is involved in setting up the input/output file descriptors of the programs it runs based on any redirections, it's not involved in the actual data that passes between the running process and the terminal or files or such.
You'd need to explicitly arrange some way of capturing the output of all commands in advance to be able to ...
I came across this because I was having similar issues on a macbook using external keyboard.
Turns out ctrl+Left and ctrl+Right are set as Keyboard shortcuts for mission control.
Disabling this on the system fixed my issue
bindkey '\e\e[C' forward-word
bindkey '\e\e[D' backward-word
Enabled alt+right and alt+left to do the same thing