I don't believe consciousness went anywhere. It's still situated in the human brain. However, it is no longer a Kantian consciousness, but an indubitably certain Cartesian consciousness. It possesses
a transcendental faculty of sensibility which generates the a priori forms of space and time, a transcendental faculty of understanding which generates only an a priori principle of cause and effect, and a transcendental faculty of perceptual imagination which provides an ability to visualize empirical phenomenal objects.
What I would strongly suggest, however, is that, if you have not yet done so, you should familiarize yourself with at least two of Schopenhauer's works to determine what he ACCEPTED and what he REJECTED of Kant's epistemology; viz., "On the Fourfold Root of the Principle of Sufficient Reason" and, especially, his "Critique of the Kantian Philosophy."
To a large extent, Schopenhauer accepted the ideas expressed by Kant in the Transcendental Aesthetic, and he rejected most, but not all, of the ideas expressed by Kant in the rest of the Critique.
For example, Schopenhauer rejected all of Kant's Categories of the Understanding, except the Principle (Category) of Cause and Effect. Also, unlike Kant, he claimed that the human understanding was not separated from the faculty of sensibility but, rather, always intimately involved with the faculty of sensibility by making the day-to-day perception of empirical (phenomenal) objects possible by spontaneous application of the Principle of Cause and Effect. For Schopenhauer, it was human reason, not human understanding, that was separate from the faculty of sensibility; and he also accepted Kant's distinction between Noumena and Phenomena, although he thought the noumenal Will could be accessed by humans.
For Schopenhauer, Kant's epistemology simply could not bridge the insuperable gap that separated the faculty of understanding from the faculty of sensibility, and he considered Kant's Chapter on the Schematism, wherein Kant attempted to do so, a dismal failure.