/etc/grub.d/41_custom is in grub-common 2.02~beta2-36ubuntu3.
This file is owned by root:root, with mode 0o755.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 | #!/bin/sh
cat <<EOF
if [ -f \${config_directory}/custom.cfg ]; then
source \${config_directory}/custom.cfg
elif [ -z "\${config_directory}" -a -f \$prefix/custom.cfg ]; then
source \$prefix/custom.cfg;
fi
EOF
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