Probably to the Intel Management Engine/AMD Platform Security Processor. By the time your machine is booting it is too late to detect the infection. Reinstalls won't work.

If I wanted to own a machine and not be detected, that's where I'd live. It's also complex and closed source so you are basically guaranteed to have exploitable bugs that won't be fixed. It has access to network and system busses at a layer below the OS so ex-filtrating can be done at a layer below what the OS can see.