These words all have something in common: heretofore, forthwith, notwithstanding, therefore, etc... what are these kinds of words called? And where can I find a list of them?
These are all adverbs and compound words. However, there are numerous adverbs and compound words, and most are not as "fancy". These words do not have a category unto themselves.
Of the ones that I just looked up, they appear to derive from Middle or Old English. They are often found in pre-Victorian literature (e.g., any Austen novels).
In today's society, these words (except therefore) are usually (but not exclusively) found within legal documents. Therefore, if I had to give them a name, it would be legalese, but I think this narrows the scope too much.
As for lists, here's a good starting point: http://www.wordnik.com/words/heretofore.
Because I had a similar question to this, I stumbled upon yours, and I apologize for "necro-bumping" this thread, but I feel that I should help because I have found an answer myself. They are called pronominal adverbs. Here's the definition from wiktionary:
"A type of adverb occurring in a number of Germanic languages, formed in replacement of a preposition and a pronoun by turning the latter into a locative adverb and the former into a prepositional adverb and joining them in reverse order."
Here is a link to a good list of them:
Here's the list directly:
H: hereabout, hereabouts, hereafter, hereat, hereby, herein, hereinafter, hereinbefore, hereinto, hereof, hereon, hereto, heretofore, hereunder, hereunto, hereupon, herewith, herewithin;
T: thereabout, thereafter, thereagainst, therearound, thereat, therebeyond, thereby, therefor, therefore, therefrom, therein, thereinafter, thereof, thereon, thereover, therethrough, therethroughout, thereto, theretofore, thereunder, thereunto, thereupon, therewith, therewithal, therewithin;
W: whereabout, whereabouts, whereafter, whereas, whereat, whereby, wherefore, wherefrom, wherein, whereinto, whereof, whereon, whereover, wherethrough, whereto, whereunder, whereupon, wherever, wherewith, wherewithal, wherewithin, wherewithout.
I think these are mostly considered archaic terms. A more wordy description of things that are described in simpler terms now. Searching for "archaic terms" comes up with several results including http://phrontistery.info/archaic.html
I'd call them compound prepositions. Linguistically speaking, compounds are "composite words" made up from more than one component - in OP's examples the components are words (mostly prepositions themselves), and the resulting compound is also usually a preposition.
Just because some sound formal or archaic doesn't mean they all are. For example, within, without, toward, underneath, throughout, etc., are all in the same general class of words.
OP is particularly interested in prepositions of location - spatial, temporal, or metaphorical (as in "location within a logical framework"). Typical examples such as whereat, hereinafter, thereupon, etc. often occur in legal wordings or complex scholarly arguments, where the "location" is actually some other part of the text. That's why they seem strange (archaic, even, since styles of discursive argument have changed over the centuries). But even many of these, such as upon, therefore, outside, instead, are unexceptional in everyday contexts today.
I don't want to get bogged down in the question of which of OP's words are adverbs and which are prepositions, because I find that distinction is often vague, depends on context, and means little.