Are features installed on a site stored in any of the databases?
I know the assemblies installed to the GAC from a .wsp are not, however are the features themselves stored in a database?
The entire WSP file is stored in the configuration database so you can always get it from there with PowerShell like:
When a farm solution is deployed the assemblies are copied to GAC or webapp bin folder. All the feature files are copied to SharePointRoot\TEMPLATE\FEATURES which is where they are used from. Other files in the solution is copied to other directories in SharePoint root or webapp.
When a feature is activated some of the element types copy their xml into objects in the content database.