The storage requirements are listed here:
https://learn.microsoft.com/en-us/exchange/plan-and-deploy/deployment-ref/storage-configuration?view=exchserver-2019
https://learn.microsoft.com/en-us/exchange/high-availability/manage-ha/manage-dags?view=exchserver-2019#dag-networks-and-iscsi-networks
I wouldnt share volumes between DAG members. You need to have matching Drive "Letters" on each DAG member
So if the database is using the E: on server 1, there needs a E: on server 2 and 3 etc...
Same with the log drive.