It's not really important where unanswered prayers go, but rather why weren't they answered in the first place?
If every prayer were answered there wouldn't be any reason to exist.
If God won't answer your prayers, just make your own fate, that's why we have freewill.
It's better in some ways to get what you want by your own will though, because than you can actually appreciate it.
The same way rich people don't appreciate money if they always had it.
Sometimes it's better that prayers go unanswered though. I'd be dead by now if they were, because it was almost answered for me once, before I knew that wasn't what I really wanted.
~Gray Seraph