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Where can I find the code for the default squared error objective function? I just want to make a small change to re-weight certain datapoints?

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You can find a good explanation and example on creating a custom objective function here:

https://xgboost.readthedocs.io/en/latest/tutorials/custom_metric_obj.html

https://github.com/dmlc/xgboost/blob/master/demo/guide-python/custom_objective.py

https://github.com/dmlc/xgboost/blob/master/demo/guide-python/custom_rmsle.py

Original XGB code repo is here, you may have to do some digging to find the code for your objective function:

https://github.com/dmlc/xgboost

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