In my intended circuit, i have 2 stepper motors (ratings: 5V, 0.57A/phase) connected to an INA219 high side current sensor which is then connected to the motorshield
The sensor would need to be connected to the controller (shield), not the motor. It would go between the positive terminal of the external power terminal and the high side of your power supply.
does the A4988 motor driver have its own in built current sensor?
I don't have any experience with that controller. As I understand it, it has adjustable current limiting, but I don't know if you can read back the actual current. Your supplier for the controller should be able to answer that question for you.
it possible to connect an INA219 current sensor to it?
You should be able to connect the INA219 between VMOT and the high side of your power supply.
what is the best way to power such a circuit? i was intending of having 3 external power sources that would power each stepper motor but i read on the forums and i could use the arduino supply but i must remove the power jumper?
You can use one source for all your motors, but it is generally better to use a different supply for the Arduino.