Underneath the surface, perhaps?
Wouldn't that be cool? But no they're not located there. The Illuminati doesn't actually exist, so they're not located anywhere. The Bermuda Triangle doesn't really exist either. Both are just schoolyard myths, not real things.
The "Illuminati" is an old concept that has no real credible evidence to support it - unless you count the Global banks as being a sort of ruling cabal that controls the global economy. Since our modern age and the travel going through the area there have been "disappearances" in the region - and that "region" is thousands upon thousands of square miles. If you were to tally up the total of every single trip through that area of boats and planes, not to mention all the thousands of people that live in the islands in the region, and then you take the number of supposed disappearances and set them up as a proportion, you'll find that the number is extremely, extremely, low. Then take a look at the number of disappearances in the last thirty years and look at how many trips through are made with advanced technology, such as GPS, advanced radar systems, sonar, weather imaging, Internet availability, advanced life support and rescue systems, search and rescue teams, etc. etc. etc. and you'll find that with advancing technology the number of disappearances has taken an incredible downturn - almost nobody vanishes in the "Triangle" anymore. Notice also that there are many islands in the Triangle that are home to thousands of people. If the Triangle made people disappear these islands would not be anywhere near as populous as they are or would be uninhabited out of fear.
No, we're closer than you could possibly imagine.
That would be appropriate, since both are nonexistent.
We are among you.