Yes, it requires to have in the same domain in order to swap all these 3 modules. You can use HR, CRM and Accounting is 3 different domain/subdomain but in that case, the modules won’t swap/share information with each other. It will be completely different and need to manage differently. More specifically, it needs to have under the same database.
However, any standard hosting is enough to manage all the modules and the extensions. We have plenty of users who usages shared hosting plans and they are going great 🙂