The guide where you should have a look is this one:
VMware Workspace ONE and VMware Horizon Reference Architecture | VMware
To be honest, the right answer is: It depends. From the VMware perspective it is not important where the two connection server pods are located. Normally you pout them in the customers Server vCenter (of course every POD should be in the same DC where it's resources are, stretched PODs are not supported):
In my perspective it would make no sense to create an own center just for the horizon management ressources. Hope this helps.