Better to share File Services role with Active Directory DC role OR with the RDS Terminal Server role?
A third VM would, obviously, be the most desirable but, obviously, another Windows Server license costs money.
Active Directory will only disable write caching on volumes where the database files are located. Adding a dedicated volume for file service would be fine in that respect.
Of all the roles to "share" on a DC a file server is probably the least worrisome from a security perspective since AD already uses File and Print Sharing for the SYSVOL. You're not really adding any attack surface so long as you're not inappropriately sharing AD-related files.