They are added via command line during compilation, so they spread across UBT code:
https://github.com/EpicGames/UnrealEngine/search?p=1&q=InBuildTarget.GlobalCompileEnvironment.Config.Definitions.Add&utf8=✓
https://github.com/EpicGames/UnrealEngine/blob/55c9f3ba0010e2e483d49a4cd378f36a46601fad/Engine/Source/Programs/UnrealDocTool/APIDocTool/APIDocTool/Program.cs#L250