How should sampling frequency, switching frequency, control loop update frequency, and anti-aliasing filter corner frequency relate?
This is a broad question with whole books written on this subject, so it can only be dealt with briefly here.

For most processor-controller power supplies, switching frequency is the control loop frequency.  If you have a high switching frequency and a complicated control loop, you might only run the loop every second cycle, or some small number of cycles.

Sampling the external state would be done just before each control loop iteration, at least for the important signals that are "inside" the loop, like the value it is trying to control.

As for filtering, generally filtering any feedback input to a control loop is a bad idea.  Put another way, you never want to hear about output changes late.  It is OK to filter other input to the control loop, like the control input, because that isn't really inside the "loop" and changing it slowly doesn't cause instability.  It does reduce the overal input to output bandwidth of the whole system, but sometimes it is useful to limit the control input to the frequencies that the system can realize.