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 @mastodonuser@mydomain.tld 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.