Where is python file for exporting DAE (collada) I found the .py file for one for exporting .obj, modified it, exported a cube and confirmed the changes (after reloading blender). Good, I have a starting point to write a script to export to my own personal 3d file format. My format is in XML so starting from the collada (.dae) script would make things far easier.

But I can't find it in with the other scripts (or anywhere else). I notice in Blender it says "Collada (Default)(.dae)" where the others don't say "default"... Is there such a script or does the "default" part mean its compiled in with blender?
The collada import/export functionality is provided through c++ source code included with blender that links to an external opencollada library.

If you want a python example for collada have a look at the better collada exporter it is part of the godot project as is meant to be better than the default blender collada exporter.