KY since it's historically Republican. The other two have only come around in the last decade.
This, though all of them have a history of electing populist Democrats. Bill Clinton carried KY-05 in both of his elections, and it wasn't too different back then from what it is today. Most of the northeastern part of the district used to be in the old 7th district before it was lost after the 1990 census. The southeastern part is more similar to eastern TN in that they were unionist counties that stuck with the GOP since the civil war.
Yes KY-05 has shifted eastward into formerly Democratic Mining Counties, in the wake of the removal of KY-07.
Yep, this was done in the 1991 redistricting. Democrats actually did this thinking they would beat Hal Rogers in 1992. They ended up falling short 55%-45% and never ended up seriously challenging him again after that.