Command path for exit
You're not going to find it in any directory because it's a builtin command (man exit):


  Shell builtin commands are commands that can be executed within the
  running shell's process.  Note that, in the case of csh(1) builtin commands, the command is executed in a subshell if it occurs as any component of a pipeline except the last.


A list of the Bash builtin commands for macOS can be found at the top of the man page (man builtin).