All those services use a protocol named WebFinger that allows for having the servers in different domains but showing the users as being in a main domain. For example, my self-hosted Synapse server is at matrix.domain.tld, but my users are all like [email protected].

Unfortunately I don’t really know how to set it all up manually, I just let Yumohost take care of managing it.

Matrix (or even easier XMPP) can coexist on the same domain with Lemmy or Mastodon, but with two ActivityPub services that is AFAIK not possible.

Regardless of configuration, you still need to access the instance from mastodon.mydomain.tld or lemmy.mydomain.tld, but you can configure the Mastodon to use @[email protected] as its identifier by setting WEB_DOMAIN to mydomain.tld.

Mastodon documentation on the topic: https://docs.joinmastodon.org/admin/config/#web_domain

Should partly be possible to do. Matrix: https://github.com/spantaleev/matrix-docker-ansible-deploy/blob/master/docs/configuring-well-known.md

Lemmy is not working. But might be at some point: https://github.com/LemmyNet/lemmy/issues/2608 But that issue also mentions on how it works with mastodon.

You are able to host all these services and more on the same domain. I do a similar thing with different services at different subdomains. I don’t believe the username@ portion can help point to different services, that syntax is usually associated with email addresses.

I think the best way to go about it would be having different subdomains such as lemmy.domain.tld, matrix.domain.tld, etc.
To accomplish that, I have a wildcard subdomain point to my server, my reverse proxy (Caddy) handles figuring out which subdomain maps to which service on top of handling TLS certificates for me.