Does a particular JSON document and it's indexed information stored in the same segment in a shard?
Like how exactly is this information (the document as well as it's indexing) stored in elastic search?
Yes. It's stored in the index in _source field.
If you want to understand how it's stored, you will need to dig into the internals of Lucene.
Check out http://lucene.apache.org/core/5_4_1/core/org/apache/lucene/codecs/lucene54/package-summary.html#package_description