When I first began in the trades on even the most expensive houses out sill pans for windows and doors were few and far between and were always a custom creation and invention from the carpenters performing installations in difficult environments (i.e. the house had a problem with wind driven rain being forced under the door or window).
And fabricating your own custom pans in not necessarily a requirement today either, There are commercially produced products to solve the problem now too.
Jamsill Guard Door and Window Sill Pan Flashing.
Jamsill Guard® Door and Window Sill Pan Flashing – Sill Pan Flashing for Maximum Weatherproofing Protection, an adjustable sill pan flashing tray designed to