So:
We have the Boot Location, then the Boot Section (optional), then the Boot-Loader Program (optional),
and finally the Application Program.
For the AVR in Arduino UNO/MEGA/NANO, the Boot-Loader Program is semi-permanently permanently stored in the Boot-Section (part of flash) whose placement and boundaries are determined by Fuse Bits.
For ARM, the Boot-Loader Program is permanently stored in the ROM Section of SAM3X8E.
BTW: Is this ROM factory masked or field programmable?