Do electrons have a location before they are observed/measured? Is this in all interpretations of QM? What about interpretations that are realist (MWI, penrose, ect)?
 A: I can tell you about the standard QM approach vis-à-vis Bohm's interpretation. (Penrose's is not known to me and MWI says that at a measurement of a microscopic particle, position measurement of an electron in your question, all the possible results are obtained, each result in another world. But with MWI I don't deal.)
Now, the standard QM doesn't admit a precise position before the measurement, unless the wave-function is a delta function $\delta (x - x_0)$.
Bohm's interpretation says that yes, before the measurement the electron had a position before measurement, and there where it was, there it is found.
But let me give you some more details about this interpretation. It can be found in his articles 
D. Bohm, "A Suggested Interpretation of the Quantum Theory in Terms of "Hidden" Variables. I", Phys.Rev., vol. 85, no. 2, page 166, (January 15, 1952),
and
D. Bohm, "A Suggested Interpretation of the Quantum Theory in Terms of "Hidden" Variables. II", Phys.Rev., vol. 85, no. 2, page 180, (January 15, 1952).
I recommend for the beginning the article I. Bohm obtains from the wave-function written in a special form, and introduced in the Schrodinger equation, a Hamilton-Jacobi equation similar to the classical one, but in which besides the potential in the nature (if there is such a one, Bohm obtains a "quantum potential". The latter is some construction obtained from the wave-function, and in simple words, it tells us where the particle can be found, and where not.
In Bohm's interpretation, particles follow well-defined trajectories from source to detector, and considering many particles identically prepared they produce the same statistics as the one predicted by the QM.
P.S. I didn't say that this interpretation is fully satisfactory.
