The interceptors are generated on the stages 4 and 5 of setup:di:compile
:
Interceptors generation… 4/7
Interceptors generation… 5/7
1. Magento\Setup\Module\Di\App\Task\Operation\Interception::getName()
2. Magento\Setup\Console\Command\DiCompileCommand::getOperationsConfiguration()
3. Magento\Setup\Module\Di\App\Task\Operation\Interception::doOperation()
Details: How does Magento\Setup\Module\Di\App\Task\Operation\Interception::doOperation()
work?