@Before and @Transactional

Yes, all three methods will run within the same transaction. See section TestContext Framework/Transaction management in the reference docs:

Any before methods (such as methods annotated with JUnit's @Before) and any after methods (such as methods annotated with JUnit's @After) are executed within a transaction

Thus the @Transactional annotation on mySetup() and myTeardown() is kind of redundant, or might be even considered misleading, as their transactionality is determined by the individual test method being currently executed.

This is because the beforeTestMethod() and afterTestMethod() callbacks of TransactionalTestExecutionListener (responsible for starting/completing the transaction) are executed before JUnit's @Before and after JUnit's @After methods, respectively.

Some changes occurred in Spring 5. According to the documentation:

Method-level lifecycle methods — for example, methods annotated with JUnit Jupiter’s @BeforeEach or @AfterEach — are run within a test-managed transaction.

On the other hand, suite-level and class-level lifecycle methods — for example, methods annotated with JUnit Jupiter’s @BeforeAll or @AfterAll and methods annotated with TestNG’s @BeforeSuite, @AfterSuite, @BeforeClass, or @AfterClass — are not run within a test-managed transaction.

If you need to execute code in a suite-level or class-level lifecycle method within a transaction, you may wish to inject a corresponding PlatformTransactionManager into your test class and then use that with a TransactionTemplate for programmatic transaction management.