You only need domain.xml as configuration for the profiles and properties for the whole domain.
And only one host.xml, by default the host.xml is used which is an example of configuring some servers.
Both others are meant as examples, it is recommended to have a domain controller without running server instances in production to have the admin instance independend.
For this you can start the DC with the host-master.xml by renaming or start parameter --host-config=host-master.xml (see domain.sh --help)
The instances running servers (HC) can be started with the host-slave.xml where servers are defined and the DC is accessed as remote instance.