In establishing segments, it is critical to get cross-org alignment so that all functions are working off of the same definitions. Methodologies for defining segments can vary depending on how you plan to use them, so I would recommend investing heavily in the upfront phase of gathering requirements from all internal customers, establishing a shared understanding of how your segmentation will be used and getting buy-in on the methodology.
From there, research on the needs of those segments can take various forms depending on the type of question you are seeking to answer. I always start with learning objectives and then tailor the approach accordingly. Once you have findings, you can leverage those insights to influence the product roadmap by sharing those insights with the cross-functional product team and asking "how might we" begin to address these needs. Rather than just handing off a report, I like to unpack insights in the context of a Design Sprint or through interactive workshops where a cross-functional group can seek to understand and design around key user needs.