Where can you find .odbc.ini and tnsnames.ora in Datastage server ?

Open up the director log for any Datastage job, you'll notice that after the logs that says
"Starting job..."
"Attached Message Handlers: "
"Environment variable settings: "

Open Up that Environment variable settings logs and you will find a bunch of ENV variables being set at the start for execution.
Just copy and paste that in any text editor and search for the ODBCINI for the .odbc.ini and TNS_ADMIN for the tnsnames.ora.

You should see the following in the env variable settings logs, it maybe different but it will look the same :

ODBCINI=/app/ibm/InformationServer/Server/DSEngine/.odbc.ini

/app/ibm/dba/oracle_<version>/product/<version>/client_1/network/admin

eg.

TNS_ADMIN=/app/ibm/dba/oracle_11_2/product/11.2.0/client_1/network/admin

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