
Looking at upstream git repo (git://github.com/Yubico/pam-u2f.git) the docs initially said the path was ~/.yubico/u2f_keys, but it was later changed to ~/.config/Yubico/u2f_keys (in 2015). I have run pam_u2f.so with "debug" option and observed that the correct path indeed is ~/.config/Yubico/u2f_keys.
*** NixOS *** NixOS is a Linux distribution based on the purely functional package management system Nix. More information can be found at http://nixos.org/nixos and in the manual in doc/manual.