My father is an Ex-Serviceman, but we don't have a domicile of Maharashtra. Will I be considered as OMS in MHT?

Yes, you will be categorised under all India. You have to make a domicile of Maharashtra for this. 

A domicile certificate is an official document that proves that a person is a resident of a particular state/UT. The domicile certificate in Maharashtra is a proof of residence for the people living in

Yes  and You will have to make a domicile of Maharashtra.

Steps to Apply for a Domicile Certificate Online in Maharashtra are as follows - 

Step 1: Visit the official website of Aaplesarkar.

Step 2: Navigate to New User Register here for registration, and log in with your ID, password and security code