Where do I specify my solution level compiler directives in Visual Studio
It is not possible to set COBOL compiler directives from the solution level since a solution cannot be specific to COBOL projects only. It may contain other different projects, such as #C, VB.NET, etc.
You may however create the system-wide directive file COBOL.DIR, save the directives in this file, and place the file to %COBDIR%\etc (e.g. C:\Program Files (x86)\Micro Focus\Visual COBOL\etc). This will cause all COBOL projects to be compiled with this directive file. If you do not wish to make this directive file system-wide, you will then need to place the directive file in each project folder (i.e. the folder where the .cblproj resides).