We don't know where they are as it's never made explicit. Obviously we know Thor is almost certainly off world with the Guardians of the Galaxy and Captain Marvel is presumably back up in space helping other worlds again. Strange is noted as unavailable but dealing with the likes of an Elemental isn't really on his payroll anyway.
We can guess at a few, such as T'Challa was probably back in Wakanda ruling, Smart Hulk was potentially in New Asgard due to his friendship with Valkyrie and Hawkeye would have most likely been with his family retired. We could probably guess that Bucky was either in Wakanda to continue treatment or wherever old Cap is.
However, that still leaves War Machine, Ant-Man, Wasp, Scarlet Witch and Falcon. Of those Ant-Man and Wasp could be living a life together doing what they do and the others would likely be the foundation of the Avengers should the team "start up again" having lost its core members.
But where were they? Well we don't know. They may have been taking a hard earned rest, been busy with other commitments or even up in space with Fury. This last one is hinted at in the conversation between Fury and Talos with the latter asking where the team are but that doesn't necessarily mean anything specific.