Actually it’s hard to tell what your structure is. Can you try to list it again with some indenting? Treat it like a code block if you need to or indent the lines with periods.
I only say this because you may need to have --domain data/domains if your domains is a subdirectory of data.
The script that Chris mentioned is for Rasa 1.x .
Rasa 2.x allows for the breaking up of domain, nlu and story data.
I want to add that even though rasa train --domain domains works well, Rasa X has been having trouble dealing with multiple domain files and not detecting them (tried locally and on a server).
I don’t know if this is a common issue or if it only happens with me for some reason. This is why I’d personally rather use the script.