Saving electricity where does it go when i save it?

it doesn't necessarily go anywhere. If you don't use the electricity, then they don't have to make it. While I am not familiar with Ontario Hydro, if they are like most hydro plants (at least in the US), the hydro plant cannot generate all fo the electricity required by all of the households in the service area. When more power is required than can produced by the hydro plant, the electricity must be produced elsewhere. In most cases, this elsewhere is a coal fired plant (or natural gas in California). So, the less power we use, the less power they have to make. It doesn't really go anywhere, it is never produced in the first place.

You decrease power consumption that pretty much it. It like you can leave your tap on for the whole day or you could save water by turning it off when not in use. Where does the water go ? Well it simply does not come out it just says put until it's needed. The more water you use the greater the need to generate it from your hydro company. You save yourself and them money.

Ultimately the water that would have generated the power you saved stays behind the dam. So the energy is retained as gravitational potential energy instead of being converted to electricity.

The power grid is always in balanced that is generation =consumption+transmission losses. If you dont consume, they will not generate.

It doesn't go anywhere. Don't take that statement literally. It just means that the power plant has to generate less power, and that means less oil or gas or coal used. .