It would be very hard to separate Defined Terms from other initial cap instances such as proper nouns (people/place/product names) let alone separating out sentence starts or headings.
I would approach this either by:
1. Building a 'database' of the defined terms and then using a macro to find these in your documents
2. Tagging the instances of Defined Terms with either an Index entry or a Character Style and then using a batch macro to harvest all these to store in your 'database' of terms.
Both above methods are similar and are just looking at what comes first - 'chicken or the egg'
However, this question does also trigger me to think about 'Smart Tags' which is a feature that I never used and is probably exactly what you should be using. If you do a google search for Smart Tags you might be able to make use of this feature. Here are a few links I just hit on but you may find better ones if you go looking. I'm not sure if the functionality is still available in the GUI but it may still be available for use.
What is a Smart Tag?
Smart Tags or Actions in Word 2010 and before - Office Watch
Creating Smart Tag for Office 2019 - 2002: Word, Excel, Outlook and PowerPoint
Adding on to your reading, links like this might also provide more rabbit-holes to explore
3 ways to add glossary terms to a Microsoft Word 2016 document - TechRepublic
How to add a traditional glossary to a Microsoft Word document - TechRepublic