I want to implement a PI data archive with servers that are in different networks and in different domains
This is possible. However, it is recommended that all collective members are part of the same domain (or at least trusted domains). If this is not an option, KB00698 discusses possible workarounds, mainly since windows authentication is not possible with out reverse name lookups.
KB00354 also discusses various network architecture scenarios and the security that is necessary for each case.
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