 You can't find them, as you point out, expressly in the text of the Constitution. There's the speech and debate clause for Congress, but there is nothing comparable. Similarly with judicial immunity. Now, I suppose you could say with some of these things that when people created judges, they thought of judges the way judges were thought of at the time, and there was judicial immunity there. But you're absolutely right that these things were not in the Constitution, and to my knowledge, they're not discussed