I am new to vSan concept and practice.

I got a question on vSan concept:

• Currently, I assign one disk as cache-disk in one ESXI host.
•                 I assign one disk as capacity-disk in another ESXI host.
• And I can not proceed as there are "Claiming issues" 
• do cache/capacity disks need to be in the same ESXI host? 

Thanks!   

(For reference, I attached two screenshots)