Cannot find the Data Validation value list

Hi!

I was sent at work an excel file that has several columns with Data Validation. I know how to do Data Validation, so when I went to change the list to add one more value, I thought it would go to where the referred lists are, but it is staying on the same page and not pointing to anywhere I can find the value list to edit it. The values on the dropdown cannot be found with Control+F anywhere on the workbook, either, so I have no idea where these lists are.

The data on source says, for example, =Validation!$E$3:$E$21, but there is nothing on any of the E columns in any of the sheets that include these values, they are also no hidden columns or rows. The strangest thing is that every tutorial on Data Validation says that clicking on the collapse button next to the source field should take me to the value lists but it is not doing it.

Does anyone have any insight into this?

Thank you!