I want all Tax changed with VAT but I can't find the file(s) to change it in.
The most important ones are the detail and categories page
okay - i understand your problem.
Below i am sharing two links - which helps you to change TAX to VAT and it will full-fill you requirement for the same.
Hope it helps
You need to create i18n folder and under this folder need to create .csv file like, en_US.csv
Like in theme level,
Now the first row with Original value and second row with your new value.
Now run below command,
php bin/magento setup:upgrade php bin/magento setup:static-content:deploy -f