can I choose what address among three addresses will store the left over 0.05 Bitcoin?
Yes, you can. But you should make a new address, because address reuse is harmful for your privacy.
Can I choose a change address I want (just like how I choose a receiving address) for it?
Yes, you can have no change address, one change address, or multiple change addresses. There is nothing like "change" in the protocol, you have just some inputs, and some outputs, inside each transaction, some coins go in, and some coins go out. And transaction creators can control every single input and output.
Can I choose to receive the 0.05 Bitcoin in the Legacy / Nested Segwit / Native Segwit address?
Yes, you can mix all address types with each other. As long as your public keys are compressed, all of that is standard.
If I import three addresses from 1 private key and store it in 1 wallet file, that wallet can not create changed addresses for me ?
If you have a private key, you can get a public key out of it. If you have a public key, you can wrap it in every possible address type. The whole concept of "change" is only purely theoretical, because it is all about outputs, no matter how they are generated, and how many of them you have, it is up to transaction creators to choose all inputs and outputs.