When Debian boots up it first runs all the links in rcS.d (S for Start), then after that is finished it switches to runlevel 2, 3 or whatever was specified at boot.
So hotplug/discover was run from their links in /etc/rcS.d/
The modules are loaded from
- The initrd for your kernel, if your kernel uses one. (/boot/initrd.img-22.214.171.124 or some such)
- Any modules specified in /etc/modules and any modules that they depend on.
- Modules that are loaded by hardware detection(hotplug/discover etc)
The "Module already loaded" aren't really that important