As you know you can control some settings of Windows Defender through Intune/Endpoint Configuration Manager.
Well, you can now also define update locations to get the definition updates for Windows Defender Antivirus.
To configure the locations, logo to your Endpoint Configuration Manager portal (https://endpoint.microsoft.com/) and access the Endpoint securityAntivirus configuration blade
Then create (or update) a policy; if you create a policy choose the Microsoft Defender Antivirus profile
The options to configure the update locations (network shares, Microsoft update services, MMPC (Microsoft Malware Protection Center) or internal server) is available under the Updates section; this is also where you can define the network shares where the definition updates will be saved