As you have already found out, JBoss AS is a project that includes many other open source projects, many of which are other JBoss projects. And as you found out, those other projects are included mainly as binaries in the thirdparty directory.
I think that the closest you will get to what you want is to run this command from thridparty directory:
mvn package -Pdownload-sources
This command will download most of the sources you are interested in. For example, three source jar files appear in thirdparty/jboss/microcontainer/lib. You can unpack those and use those sources.
What I do is modify the source files I want, compile only the files I changed using the existing JAR files in my javac classpath, and then replacing the original class files in the original JAR files with my newly compiled class files. The result is that the JAR file has my updated classes and the rest of the classes are the originals that shipped with the app server. I know this is not ideal, but I have used this process countless times to make modifications to help track down issues.