How to modify the PATH environment variables in Catalina?

As you said in your own self-answer, you don't need to know where the PATH variable is originally populated.

You may easily add new paths to the PATH at either end or beginning, and zsh also has a convenient way of removing duplicates.

You may make the PATH variable, and the associated path array, unique first, by using

typeset -U -g PATH path

The variables will then stay unique by virtue of this command.

To prepend a couple of paths:

path=( /new/path1 /new/path2 $path )

To append a couple of paths:

path=( $path /new/path1 /new/path2 )

or,

path+=( /new/path1 /new/path2 )

The PATH variable's value will be updated accordingly.

You may want to do this in your $ZDOTDIR/.zprofile file, which is sourced automatically by any zsh login shell. Doing it in your $ZDOTDIR/.zshenv file would be unnecessary as that file is sourced by any type of zsh invocation (and should therefore be kept really short, if it's needed at all; I just set ZDOTDIR=$HOME/.zsh in there, for example).

Note that PATH is already an environment variable, so exporting it again serves no purpose.