Your own wallet
The wallet you signed up and connected with. It holds your funds, including your $WHUF, and Ethos never takes custody of it. If you bought in the sale, your tokens are at the address you bid from.
The Ethos Everywhere wallet
A wallet Ethos creates for you inside the app, so you can act on Ethos without connecting an external wallet every time. Most people have it set up for the convenience. You can always export it, as long as you are signed in with your own connected wallet.
The smart wallet
An older wallet used to sign actions inside the app, such as reviews and vouches. It cannot be exported, and it is not a deposit wallet, so nothing should be sent to it. For most accounts the Ethos Everywhere wallet has replaced it.
So where is my $WHUF?
In the wallet you bought with. Vouched $WHUF sits in the Ethos smart contract and shows in your Vault, but it is still yours and still tied to your address. Ethos does not create a separate deposit address for you, so anything sent to an Ethos address is sitting in a wallet you control. After October 8th you can of course move around your $WHUF if you wanted to.