I got my answer, I have to specify a local folder for each server in dir.indexes. But the indexes backup is shared (dir.indexes.backup), on a NAS for example.
If you don't share indexes, I don't think it's a good idea to share indexes.backup.
In my opinion if you want to have separate indexes and it's better to have separate backup. If you want to write the backup directly to a shared drive you can create symbolic link for dir.indexes.backup that point to a backup folder in your shared drive, but one folder for server A and another folder for server B!