All 3 cities main quests

[Niwashi]

Short answer, no. However, a lot of the quests are essentially the same thing for each city:

They're pretty similar in terms of what you need to do, but you meet different NPC characters in the process and have some differences in what's going on story-wise. (This is especially true in the story-heavy section of the last few quests leading up to the envoy quest. That part is completely different in each city.)

Even after the lvl 15 envoy, do they separate or you still have to complete all of the main quests from the city you started in and never do the others unless you start a new game?

After level 15, they merge so that there's only one main quest line from then on, regardless of where you started.