It's all depend on a project architecture.
But I will prefer to divide in the below manner.
Rest API (Stored in DB) -- If Data is going to use for a long time or Even data should persist after app restart. I will store here.
Redux State: it’s my favorite. If data are going to share between a different component of react app. I feel it’s the best place to keep data.
Component State: IF data is only related to a particular component. Please keep it here.
I feel you can get an idea for your choice.
Thanks Maneesh Kumar