Which version of Cisco Jabber do you have? Did you create a jabber-config.xml file? This file is likely stored on your CUCM (TFTP) server. If so, does your jabber-config.xml file contain the AutosaveChatsLocation or MyJabberFilesLocation parameters?
EDIT: If configured, you can view the jabber-config.file with the following URL; http://<TFTP Server>:6970/jabber-config.xml