In the DNA backbone, which bonds exactly are considered ester bonds?
All of them are right, regarding ester bonds themselves. But only one of them is right, regarding DNA context. AMP/ADP/ATP/GMP are based on ribose ( see RNA ), not on deoxyribose ( DNA ).
Phosphoric acid has 2 ester bonds in DNA.
You have somehow confused an ester and an ether bond.
$\ce{R_1-O-R_2}$ is an ether bond,
$\ce{R-O-X}$ is an ester bond, where $\ce{X}$ is a carbonyl ( from carboxylic acids or carbonic acid ) or some nonmetal like $\ce{S}$ or $\ce{P}$ for esters of inorganic acids like $\ce{(CH3O)2SO2}$.
If we are to consider it as a bond or a group depends on the point of view. It is both.
It is a group, if we focus on the $\ce{CO-O}$ atom group of esters of organic acids or $\ce{O}$ for mineral acid esters.
It is a bond ( or a bridge ), if we focus on what the group connects.