When in doubt, right click on your hard drive in My Computer, choose Search and then search for debugg.err. It'll find it
, just make sure it's the right one (aka, check the date modified).
The locations should be as follows:
Dread Lords: My Documents\My Games\GalCiv2
Dark Avatar: My Documents\My Games\GC2DarkAvatar
Twilight of the Arnor: My Documents\My Games\GC2TwilightArnor
For some reason though, I thought Vista was tossing them elsewhere... None-the-less, a search for debugg.err is fool-proof.