I can't find the predefined universes (if they are there) Did I miss this or do I have to define them all by myself?
There aren't any predefined universes. You define whatever you want.
(The “universe” parameter for quantrocket history create-usstock-db determines how much data is collected but doesn't actually create a universe definition in the securities master database, and is separate from QuantRocket's usual concept of universes. Probably a confusing naming choice for that parameter.)