@Bob_Carpenter asked whether the above mentioned flags need to defined when building CmdStan, or is it sufficient to give them only when compiling the model. I tested this, and it is sufficient to define them at the model compilation time. It is not yet completely clear whether there could be speedup, e.g., in $cmdstan_summary() if those options would be used already when building CmdStan.
The current CmdStanR documentation did not have an example how to add flags with += in the compile method, and it seems it is not possible at the moment, so I made an issue, This would allow more flexible use of different options and faster testing of effect of different options.
EDIT: updated += info