Assign the same MID Server to Discovery schedules that you create belonging to each domain. Observe the MID Server utilization and make sure the usage is not spiking up, if the utilization is going up you might need to add MID Servers to load balance.
This is only possible if security team get onboard with this.. They need to whitelist the mid server ips and open firewalls to allow communication between diff domains. Better suggestion would be to have mid in each domain.
