I want one classic Project with multiple Scrum and Kanban boards (each for Project Sub-Teams). Are there any settings to keep each board Tickets (issues) to their board only without reflecting it on any other board of the project?
No.
Boards are not containers for issues, they are a view. There's no way to arbitrarily say "because an issue is selected by board X, it should not show on Y even when Y explicitly selects for it".
To have a board not display issues that are on other boards, you will need to set up the board filters so that they are exclusive - i.e. they don't select for the issues you don't want to see on them.
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