In RSA, the private key is a pair of big semi-primes, and the public key is derived from those numbers. I think you are confusing DHKE and RSA with your other points, the private key is never transmitted over the network. For TLS you typically use an asymmetric crypto system to validate identities and encrypt the key exchange to prevent person-in-the-middle, but the key that is agreed using that process is a symmetric key for AES or similar, but that is specific to TLS.

Also, there are other asymmetric systems that don't use primes at all - eliptic curve crypto is based on completely different math