Nowhere, probably. But the palaces burnt down and no one had the authority or capacity anymore to rebuild them. For about a century some people clung to the old model (the best evidence is from Tiryns), but eventually this too passed. https://twitter.com/debscavator/status/1357186113484378112
'Who now lived who had seen Mycenae?' Once the palaces passed from living memory, they no longer held the power they once had.
Without the organisational power of the palaces, it seems life became more regional again. Some places (Knossos especially) stayed plugged in to 'international' networks, but many didn't, at least not in the same way as before.
Questions about depopulation are difficult, but seem inevitable to me. Climate change may have played a role, but it's always difficult when models for ancient life are based so clearly on modern concerns.
Doesn't mean they're wrong -- but it does mean we have to be careful when assessing them. But for some reason there seems to have been downward pressure on population.
The linguistic picture also suggests some form of population movement, especially east across the Aegean. But reconstructing the nature and mechanisms of this 'migration' is a vexed endeavour.
Through all of this we have to reckon with a vast decrease in the amount of data available. Even in the Mycenaean period, really, we can't say that much about how people lived away from the palaces.
In the Early Iron Age, when writing, large-scale stone architecture, and rich tombs -- three invaluable sources of information -- all disappeared, we are left with much less to judge.
So if I'm a Pylian Further Province farmer when the palace falls, I probably don't go anywhere. But maybe hard circumstances mean fewer of my children survive than may have before.
My son, who did survive, probably doesn't travel to Pylos the same way I once did. The forces that brought my own wife -- a Milesian woman from Asian Minor -- to Messenia no longer operate, so he marries a cousin. The world becomes a smaller place.
So even as the societal superstructure archaeologists are much better at seeing went up in flames, the Mycenaeans themselves didn't go anywhere.
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