In this case, you have one primary data source pulling from the Extended Schema (Px). There is only one Primavera Data Warehouse, but you will have different ETL processes. You may need different ETL processes to update certain projects for a different company division at a different time. Because the ETL process is typically meant to run once a day due to limitations of time and staging tables, you could use filtering and multiple data sources inside of one Primavera Data Warehouse instance.
Caution: ETL processes cannot run at the same time. You cannot overlap ETL processes because the staging tables inside Primavera Data Warehouse are shared and any overlap can cause data corruption.