Both Web Access and the Secure Gateway do not have a database connection, so you needn’t worry there.  TSes, CBs, universal print servers, user profile storage servers etc do have database connections. Odbcad32.exe should let you view them on a 32 bit system. I think it is a system dsn. In the management console you can create a new DSN from file > database configuration.
Thinking about moving the SQL Database to a new Host. Are their any good links to a KB with information on what needs to be changed to do this. I would guess that on the Web/Secure gateway server it's probably a configuraiton file. On other servers I thought it would be an odbc setting but that doesn't seem to be the case (I've looked in both the x64 and 32 odbc panels without seeing a connection.  Got any pointers.. 
Move Connection Broker Database