Where do you think God exists?

God and his creation are not one in the same. He (although truly non-gender) does have a locality, but it's outside the physical universe. The creation (the universe) is an expression of the creator. While it's true that there is no separation (other than physical illusion) between God's children, we are not one with God until we choose to be through exercise of Free Will. However, an expression of God, a piece of him, does exist within you and all of his/her children.