For context, this is where customers are redirected once they subscribe via email. We want to customize this page but I’m not sure where can I edit it.
I’m not 100% sure if this is in fact part of the theme. One thing you could try is on a duplicated version of your theme, on the theme.liquid file add {{ template }} below where content_for_header is appearing. Then when you look at any page of the store you’ll see the name of the template Liquid file that’s being rendered to display that page.
So when you navigate to this specific page you’ll see what template file is being used, if any. If it’s part of the theme you’ll see the name and then you’ll know where to look.
It’s generated by Shopify, so has classes like shopify-email-marketing-confirmation__container. Based on this you most likely will not be able to edit the contents, but you can add CSS styling to it.