Distributed denial-of-service (DDoS) attacks remain a critical threat to Internet services, causing costly disruptions. While machine learning (ML) has shown promise in DDoS detection, current solutions struggle with multi-domain environments where attacks must be detected across heterogeneous networks and organizational boundaries. This limitation severely impacts the practical deployment of ML-based defenses in real-world settings. This paper introduces Anomaly-Flow, a novel framework that addresses this critical gap by combining Federated Learning (FL) with Generative Adversarial Networks (GANs) for privacy-preserving, multi-domain DDoS detection. Our proposal enables collaborative learning across diverse network domains while preserving data privacy through synthetic flow generation. Through extensive evaluation across three distinct network datasets, Anomaly-Flow achieves an average F1-score of $0.747$, outperforming baseline models. Importantly, our framework enables organizations to share attack detection capabilities without exposing sensitive network data, making it particularly valuable for critical infrastructure and privacy-sensitive sectors. Beyond immediate technical contributions, this work provides insights into the challenges and opportunities in multi-domain DDoS detection, establishing a foundation for future research in collaborative network defense systems. Our findings have important implications for academic research and industry practitioners working to deploy practical ML-based security solutions.