where did Vaatu go as in a spirit cannot be destroyed as said by Raava to Avatar Wan.
When Raava was explaining this, I'm pretty sure that she meant that you can't kill either her or Vaatu forever. So Vaatu didn't necessarily go somewhereanywhere, but rather just diedied for the time being.
where did unalaq and Vaatu's fused spirit go physically?
If we stick withto the above idea that Vaatu is dead at the moment, so would be UnoloqUnalaq (they don't go anywhere physically - they're gone at least until thetheir reincarnation).
But if you're wondering whether Unoloq'sUnalaq's spirit will reincarnate along with Vaatu, we'd have to speculate a bit:
If they were indeed fused as one entity (both are the same now), then it would be logical that in 10.000 years both would return, as one. However, be mindful that the fusion using the HarmonicsHarmonic Convergence isn't as strong as we thought it was, because clearly Korra was not perfectly fused with Raava, who used the exact same method in the past.
Basically, there doesn't seem to be any official word regarding Unoloq'sUnalaq's or Vaatu's current state.