Where in the First Amendment does it say separation of church and state?

The Ninth Amendment is a savings clause. It says that the Constitution isn't meant to be an exhaustive list of rights. I.e., a right that can be identified somewhere else still exists, even if it's not mentioned in the constitution.

But by the same token, the constitution isn't a source of rights. You can't point to it for some right that isn't already pre-existing.