Hi
I'm not sure about this, but try searching in your Users Folder and see if you can find them there.
I recommend Agent Ransack to use to search your computer instead to the native search engine.
It is much faster and does a much better job.
Agent Ransack - Download
Once installed it will create a link on the right click menu so you just click where you want to search and type in what you are looking for.
Try searching for "Favorites", and if you know what format your address books are save in look for the extension.
It will search your entire C:\ drive in a matter of seconds.
Mike