No, they do not run between the freezer and refrigerator. And I say that with about 95% confidence. But if you do cut into it and find one, Dont blame me because I cant speak for all refrigerators out there. I work for a company that repairs commercial refrigerators and have destroyed a few side by side units and never seen any lines in there.
But what I dont understant is why people dont just stop worrying about lines and go slow. A lot of refrigerator/freezer combos use plastic as thier inner material. Dont drill or saw, just use a stanley knife with a yard stick to cut a straight line. Even if the inside is metal, a stanley knife and a lot of fresh blades WILL cut through metal. Once you get through even if the knife hits a line, It wont puncture it right away. Once the metal is out you can now get the insulation out and if there is lines you still evened out the cooling effect and can now put a keg or two in the freezer side. Just use and external temp controller and the fridge and freezer will stay the same temp.
BTW.. another very very easy way to cut through metal, if the inside is metal is to use an angle grinder with a cutting wheel. Just go slow and dont try to cut all the way through the metal, just enough to where you can then use a stanley knife and get through it. There is very little danger in cutting a line if you are careful. Just cut through the refrigerator side first, as the line would be closer to the freezer side.