Feature store and medallion data location

SDN
New Contributor II

Hello Folks,

If we have 3 environments (dev/preprod/prod) and would like to have medallion data shared among them - I guess delta share is a good way to go. Now if we want to use "Feature Store (FS)" then I am a bit confused and seeking some clarity. I want to build one FS instead of 3 separate ones. So, it is a "Centralized FS (CFS)". Now where do we keep the actual data (raw to refined/aggregated OR rather bronze to gold) and how and where do we build this CFS? 
I think it has to be outside of the 3 environments - right?

So where will be the medallion data and where will be the CFS and how do you propose that data scientists working in the 3 environments connect to this CFS?

Also, how and where do I create the feature set to be stored in feature store? I believe this will be done in lowest environment, meaning dev environment?? And so the dev environment will need to get data from bronze-gold and then do feature engineering and select best features and then save this to CFS?