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They don't have to be on the same domain at all, they *should* all be serving the same zone file, otherwise you will see strange behaviour as some clients will get one value, some clients will get another.
You *should* have at least two nameservers, on different networks, this ensures your domain is always resolvable. This is important as even if your mail server is down, as long as your domain still resolves most mail servers will queue mail for you for a while. If it can't do a DNS lookup, it will just bounce the mail assuming it's a non-existant domain...
For your situation, I think what you want is to either find a service where you pay for secondary DNS, or find someone to swap secondary with, i.e. you act as a secondary for them, they act as a secondary for you. Or do what (unfortunately) the majority of small hosts do, and put two IP addresses on your server and use those, i.e. make your one server pretend to be multiple. This is bad for the reasons above, however, by the sound of it at the moment your domains are at risk of certain users being unable to access them, as if they hit the domain registration nameserver, they'll get a parking page rather than the actual page, so it would at least be better than that!
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