Is data stored in AWS or Azure? (There's one post that says its hosted in AWS and another that says its hosted in Azure)

Both answers are correct. See also https://docs.celonis.com/en/data-security.html#UUID-129a363e-a425-57b7-5d49-70006e55f234_id_DataSecurity-Whereisthedatastored

Where the data is stored depends on the cluster. 

In the documentation, there are several pages where the IP addresses are listed (https://docs.celonis.com/en/how-do-i-set-up-a-database-connection-.html#UUID-00c43428-47e3-16f8-5c88-4a250b6c6cf1_id_HowdoIsetupadatabaseconnection-EMSIPaddressesdependingonthecluster).

From memory, for the EU clusters they are 

EU-1 : AWS

EU-2 : Azure

EU-3 : Azure

EU-4 : AWS

EU-5 : AWS

You could check this, for example with https://ipgeolocation.io/

Thank You very much!

Celonis clouds are either on AWS or Azure, if you like to know which cloud specifically you can contact Celonis directly and ask the cluster you are running on (eu-1, eu-2, etc.) is on Azure or AWS. I only know eu-3 server is running on Azure.