My problem is that my internet speed to Apple's server is very slow, and I have 6 devices running macOS so I like to download security updates or system updates only once for all 6 of my devices.
I checked these folders:
$TMPDIR../C/com.apple.appstore/
aka
/var/folders/mp/???/C/com.apple.appstore
~/Library/Caches/storeaccountd
~/Library/Caches/storeassetd
~/Library/Caches/storedownloadd
~/Library/Caches/storeinappd
The package is not in either of these folders...
Also, once the file is downloaded and installed, App Store removes the package immediately it seems. Is there a way to prevent App Store from removing updates?