If you don't have a custom datastore configuration, the standard Splunk data lives under $SPLUNK_HOME/var/lib/splunk. In this directory, you will see a folder for every index, with defaultdb being the folder containing the main index (the default index where new data is indexed and made available for search). If you are starting with a brand new 4.1.3 installation, stop both Splunk instances, then copy the entire defaultdb folder from the 4.0.1 instance to the same location on the 4.1.3 instance. Once you start Splunk 4.1.3, you should have all your old data in your new instance.
If you do have a custom datastore configuration, then please post more details on the setup.
... View more