Yes, install them in one domain. Because you want users access the File Server or Remote Desktop, always you need to contact domain controller.
Please note: In one domain, not in one server or all installed in Domain Controller. You could set up them in different servers. Because there might be some impact on performance. But for Windows Serveer2019 Core Server, it seems that you only could create two VM. You may need additional licenses if more is needed.
2.
It will be OK. If you create two VM, you could set up domain controller, file server and other needed roles such as DNS server all together. Other server creates RDS session host server (all in one). This means that all RDS related roles can be installed on one.(such as Remote Desktop Licensing.Remote Desktop Connection Broker and so on).
3.
No. Your physical server installed 2019 core server. Then you used the hyper-v as host to create VM. Using VM to install DC, RDS and File Server.