Drupal 8 doesn't show the $config overrides in the UI or in the database. In order to check the overrides you need to run the following command replacing the name of the $config you are overriding.
- Add your $config override to your settings.php or settings.local.php, etc.
$config['search_api.server.solr_server']['backend_config']['connector_config']['host'] = 'my-new-host.com';
- Run the following in the CLI to list the configuration object with the override(s)
rig project run drupal "debug:config search_api.server.solr_server --show-overridden"