Specifically, I'm trying to change the register_redirect in the system/cms/modules/users/config/ion_auth.php config file.
Is there some place to put my application specific configs?
Potentially.
Config files like this are not meant to be entirely untouchable, but I understand that it feels like "hacking the core". If you're tracking your site with Git then its a non-issue, because you can pull updates without overriding the changes.
Alternatives solutions are a little tricky as the "post_user_register" event is running before it sends out activation emails and the like. That would be a good place to put your own redirect, but that would mean no users get their welcome emails so this is not a good idea.
Really you'll need to use Git for this as described above. Ion Auth is not a very flexible solution these days, compared to the awesome "Sentry" auth system being implemented for 2.3.