Ideal method for handling multiple VDDs in a system
When designing boards with lots of power levels try to do this:


Figure out your load requirements, expect the worst 
Look for possibilities to make an high amp intermediate rail from your "dirty" raw input". This can be filtered and placed where cooling is adequate 
Sensitive loads might benefit from using an LDO from the intermediate rail
Draw a logical diagram (like you did) of how you think the system should look like
Make a spreadsheet with all voltages and regulators, add currents and losses to each. 
Last but not least: Power sequencing. Figure out if, for instance the MCU 3.3 V must be stable before the ADC supply, or something else is up and running.


I'm not sure why you have that strange -2.5V ground to the MCU and ADC. You should be able to offset the input voltage to the ADC? 

I have drawn something quick and dirty based on your drawing:



This design uses a TI TPS5140 for the MCU, ADC and amplifier. The 5 V is fed to two TI TPS63700 for the negative supplies. Note that the amplifier gets 12 V from the regulators fixed internal LDO, not sure if it works for you. 

A better alternative to the TPS5140 might be something like Linear LTC3544 which has four adjustable outputs with internal switches, but with lesser power output.