Answer: 

If a Windows DS-Client is auto upgraded to v14.1, the existing DS-Client databases will be migrated into an embedded PostgreSQL Server v10 that will be placed in DS-Client installation directory.
If there are issues during the database migration process will be triggered by upgrade. The details can be seen in the file databasemigration.log, which can be opened with Notepad or any other text editor. This file is located in the DS-Client installation directory (default C:\Program Files\CloudBackup\DS-Client\).
Additional info might be also available in the file MigrateStatus.txt, that is located in the DS-Client installation folder.
For DS-Client auto-upgrade, some of the details of the upgrade process are visible in the file silentinst.log, which is also located in the DS-Client installation directory.

A resolution for a failed v14.1 upgrade scenario is documented in KB 5347 (minimum Windows DS-Client hotfix requirement for v13.3 v14.0).