Does claim all mean all my domains are connected to one address? What if I want to transfer a domain?

Yes - when you claim all your domains are being transferred to one wallet. This wallet has a keystore file and a public address associated with it.

This does not limit your ability to transfer just one of your domains. Why? Your domains are simply smart contracts in your wallet - when you transfer a domain you are sending the contract from your wallet to another wallet. This process never reveals your private key as you are transferring the domain to other user’s public address.

Never share your keystore file with anyone. If you want to transfer a domain provide your public address.