Where are movies shared to Apple devices stored exactly? When I shut down FCPX the shared movie disappears from iTunes.

I have the same question! It takes memory from my hd and i can’t remove it because it’s lost.

If you used share to Apple devices it's not an .mov file but an .m2v. It should be in the library or album selected in settings.

When sharing, click on Settings and change from "Add to playlist: Library" to "When done: Do Nothing".

This will allow you to choose when your drive to save the file.

What version are you using?

I am using FCPX 10.3.3 in Sierra

This is no longer operative in 10.4. In that version the file only remains in the Shared folder until the application is closed. It's then dumped.

You're welcome.