Interceptors don’t use a convention. You can put them anywhere you want. (For the record, we had a recent thread about this, and I suggested we implement an interceptors and externalIntercetpors convention)
I store all my interceptors for my apps in a common folder outside the web root. Since your interceptors are declared in your config with a fully-qualified dot path (com.company.intercetpors.ssl) then it doesn’t really matter where they are.