on *nix (even weirdos like GoboLinux and NixOs) : at the very least a symlink to /etc exists. /etc/xdg probably exists. $XDG_CONFIG_DIRS could be a thing (not on my machine)
on osX: /etc exists and is used for some things but i think its readonly. homebrew uses /usr/local/etc, native apps use /Library/Preferences, /Library/Application Support, or /Library
on windows: almost certainly C:/ProgramData or the %ALLUSERSPROFILE% environment variable on anything since Vista. or SHGetKnownFolderPath(&FolderID_ProgramData,0,NULL,&path) because of course theres an api for that.