Hot/Warm/Cold storage architecture 1 node

I am pretty sure it is not possible but still would like to know this for sure. It's possible to use 3 types(Martix,SSD,HDD) of storage for one elasticserach node and configure which index should be stored on which storage type by using ILM?

Not unless you run two nodes on the host.

Is there any oficial guide how to do this?

Nope.

Either user docker with different persistent volumes, or use config management to do the same with different configs etc.