Don't think the size really matters... an IP is 4 bytes, and the port another byte, plus lets say 4 bytes for the UserId. So with some overhead, you can practically put about 100k addresses in 1 MB.
With that many addresses, you should probably be more concerned about the lookup than the storage. I'd probably put then in a Dictionary[UserId, SocketData].
Websockets don't usually stay alive for long periods, so there's not much point of storing them in a database. Unless you're building something serverless, but then I wouldn't build something myself, but just use Firebase Cloud Messaging instead