Procmon if you're a masochist, or do a before and after snapshot. Here's one tool for the latter: https://www.nirsoft.net/utils/registry_changes_view.html

There's also a nice version in perftools that can be given a PID. https://github.com/brendangregg/perf-tools/blob/master/opensnoop

I was digging through the comments for exactly this, thanks!

You still don't know which location is preffered and how get they get merged. In my experience, digging into the source is the most straighforward. But my usual problem is more that the config option doesn't do at all what the documentation says it does.