Those are Audio Unit and/or VST plugins.
The proper locations are usually taken care of by the installer, which is what the yellow package file there is.
If for any reason you must install plugins by hand, they are not in the Reaper directory. That fx directory in your first screenshot contains only the JS plugins of Reaper.
All plugins are in /Library/Application Support/ and then some deeper directories I'm sure other folks here can tell you about in an instant. It's been a while since I had to install anything by hand on OSX, but it's fairly easy to find.
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