Do they use cold wallets for it like everyone else? If so, do they keep everything in one wallet or do they split the bitcoin into several different wallets?
To answer these questions, need to be whale yourself. I have some doubts that whales are found in these parts and therefore, it is naive to expect answers from those who are not whale. Although, who knows, maybe there are, we just don't know about it.
Let's say 1/3 in Trezor, 1/3 in Ledger, 1/3 in BitBox02? I'm currently trying to transfer my bitcoin from an exchange to a cold wallet for the first time, but I'm wondering if it's safe to keep everything in one wallet from one company.
It is impossible to say 100% for sure, but storage on the hardwallet is safe, because so far there have been no unpleasant incidents with the loss of funds from it. Millions of people use hardwallet, but if it's safer for you, then no one forbids storing btc on several wallets. It is not necessary to follow the examples of whales for this.