If a card lets me discover a clue at my location, do clues on enemies at my location count as being at my location?
At your location
No.
They have to be directly on the location itself.
"Clues at your location," refers only to clues on the location card (including for other purposes than discovery, such as checking if there are clues at your location for Inquiring Mind or Roland's gun), not to clues on other cards at the location.
See "Clues" in the RRG.