where is sulphate going here? electrolysis of magnesium sulphate I am electrolyzing a water + magnesium sulphate solution using copper for both electrodes. I am getting a light-blue precipitate forming which I believe to be a mixture of copper hydroxide and magnesium hydroxide, which are both poorly soluble. The solution is remaining clear which tells me that basically no copper sulphate is forming.

My question is, where is the sulphur from the sulphate going?

The mixture is not becoming acidic as if sulphuric acid was forming, and I do not detect any smell of sulphur is if some sulphur oxides were being released as gas.
In electrolysis of aqueous solutions sulfate ions just sit there.  Protic hydrogen (or the metal in the cation if this metal is not highly electropositive like magnesium) is reduced more easily at the cathode, and water is more easily oxidized at the anode.

Sulfate ion (actually, bisulfate ion) can be oxidized electrolytically at the anode if you use sulfuric acid instead of water as the solvent.  See the preparation methods for potassium peroxydisulfate.