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Can you use that gdmsetup-utility, then? I can't, so I can't really help you with the graphical way... And my attempts at finding the configuration file came up dry, as well. Now I know this file is NOT in /etc/gdm3 or in the parent directory /etc. Maybe /etc/default is the next place to investigate?
I can confirm that the unlock button for gdmsetup is broken. There were one or two other reports of it around the forums when I searched last. When I wanted to auto login I searched hard for the config file to do this with and came up with /etc/gdm3/daemon.conf