After re-reading the following info multiple times, I'm pretty sure it is telling me that I cannot set it up the way that I want to.
Limitations or exclusions
Local Distributor (where the Publisher server is also the Distributor) is not supported. The Publisher and Distributor must be separate SQL Server instances. These instances can be hosted on the same sets of nodes. A local Distributor is not supported for the following reasons:
If the Distributor is configured locally, you can't use the availability group listener to route traffic to the Distributor, which causes replication agents to fail after failover.
If a local Distributor is configured and then the Distributor availability group fails over to the original secondary, the Publisher connection to the Distributor changes from local to remote, which causes replication stored procedures and agents to fail.
However, I'm still not sure how to configure the Distributor, even with it being on another SQL Server Instance. The Distributor uses the Listener, but in a "distributed AG", there are 2 listeners.