Hey @iurii,
The Host Groups do not have that much of an impact as you might think.
It is more a speakable information that you know, e.g. this event is telling me, that server from host group A wants to connect to server in host group B. And if this sounds suspicious, you can dig deeper here.
However, what you have to think of is, that you can also assign rules/actions/etc to a host group. So when you e.g. want to trust a host group but the wrong servers are in, this can't be good.
Tl;dr, SNA does not care where you put the NAT gateway, but you have to make sure it suits your needs.
Hope this helps, cheers