I’ve always found them by going to the forum section that I was in when I wrote the thread and trying to post a thread again. Then the thread I had typed but not posted yet would show up. I’m not sure if there’s an easier way. Hopefully someone else can help.
From what I can find about XenoForo is that the draft is saved for that particular forum. So if you made a draft in New Horizions, you'll click new thread in the New Horizons forum and your draft should still be there. But if you click new thread else where, you won't have a draft or see a completely different draft.
If you want a better placed to saved it you can click on the gear icon to get the BB code for your entire draft and save it as a text document so you can just copy and paste it back in later. It'll keep your text formatting.