It goes no where. This feature on the desktop app no longer works AFAICT 

new waY

https://support.sonos.com/en/article/use-tunein-to-add-internet-radio-station-urls-to-sonos

Thanks for confirming I'm not going crazy. 

I'm aware of the new way but it's frustrating because when you save it in TuneIn there is no way to actually save a station name it just shows the URL. I can attempt to save a station name in the TuneIn app by pushing the heart and entering a name but it doesn't save it anywhere. I can rename it in Sonos favorites on the windows app but then it still shows the URL when it's playing. 

Even more irritating is that all of my saved URLs from the original TuneIn app are still visible in the windows app under Sonos favorites and I can play from there but they don't show up on the Android phone app.

All I want is for my custom URLs to be saved as a favorite along with an actual name instead of the URL. 

I avoided upgrading until I was forced to this weekend and the custom radio URLs which should be such a simple thing are beyond frustrating and such a poor user experience. Do better Sonos.

Yeah Sonos managed to break so many things even  though they told us everything would work as it did in the old app. 

Hopefully they fix it I'm just always trying to find a fix thinking something might be out there but it seems for now I've hit a dead end and have to wait for them to hopefully address this at some point. 

At least I can actually play the stations in the interim.

The stations you add via Manage>Add Radio Station are saved on the speaker and/or your Sonos account, as they have always been. You only cannot access them anymore with Sonos’ apps.

You can however access and use them with 3rd party apps like SonoPhone. It's a paid app, but I'm happily using it until Sonos finds some other things to break.

Interesting. I have Android so that's not an option for me. I can make everything 'work' with the convoluted way Sonos has set it up versus the extremely simple way it used to all work beautifully, with the exception of being able to name the streams so that they are easily recognizable instead of just the URL.

How do you “make it work” Matt? When I add a station from the Desktop sonos app I can’t see where it goes?

Ignore post above. I eventually discovered after favouriting (hearting) the station in the Tune-In app, I can then go and find the station in the Sonon app TuneIn Favourites. Then I can add it to me Sonos Favourites. Then in the Desktop Sonos app I can rename the Sonos favourite to be appropriately named, rather than a URL. Ferkin’ hell what a testicular ache but at least it works!

UPDATE: when you “heart” your TuneIn Favourite you have to give it a name. This name can’t include any numbers in it, only characters, otherwise it doesn’t show up in Sonos TuneIn Favourites. So you can’t then make it a Sonos Favourite.