OpenID server

We want to create an openID server for all our 4th Musketeer Joomla websites. Can we use CB for administration on the local websites?
So there will be an international 4th Musketeer openID server and you can login with your 4M Account at de4emusketier.nl, de4emusketier.be, the4thmusketeer.uk, der4temusketier.ch, der4temusketier.de etc. On the centralized openID server we want to collect data of all users across al websites and serve the info to the local website.

Do you have any documentation or suggestions for setting up such a structure?

CB supports Joomla authentication plugins so you should be able to just use a Joomla OpenID authentication plugin to at least do basic registration. It won't pull any profile data though.

An alternative is to create a provider for hybridauth and upgrade CB Connect to support it (see Steam provider for example). I'm not sure OpenID is the right approach though as the OpenID specification means you're limited to a very specific set of profile fields otherwise your no longer meet OpenID specification. A custom RESTful endpoint is probably more appropriate since there's no real specification for it.

Another alternative is to push the data between the sites using external database queries and CB Auto Actions.

I'm not sure why you need multiple Joomla sites for your domains though. Point all your domains to the same Joomla site and use Joomla 3.x built in multi-lingual features and you'll only need to build/maintain a single site. For example you can have a template specific to each language. You then no longer need to worry about sharing the same data between multiple sites.