I have the need to create multi layer symbol, whats the best practice?
create style file in ArcGIS pro and consume it or load each layer as image layer from files?
It really depends on your workflow. Most straightforward and easiest approach , as you also mentioned , is to create a style file and get symbol from it.
You could also create it in code behind but it won't be as straightforward as creating symbols from a style file. You will more room for creativity when using a style file.
Following topics will help in choosing what is ideal for your workflow
Read symbols from a mobile style | ArcGIS for Developers
Symbol types—ArcGIS Runtime SDK for .NET | ArcGIS for Developers
--Preeti