IMHO, there is no wrong way to achieve this. It all depends on your setup and what you are looking to achieve.
If you wanted them to cross-register, then do what
@Benjamin Crill stated. If you're going to treat them as separate sites, configure the ListOfDDCs via GPP for each site like
@Paul Brown mentioned.
You mentioned SF and how it works. It's the same as a standard DDC setup. In SF, click manage delivery controllers, then add the 2 CC for each site assuming you have logically separate SF stores? You can do separate lines logically separating them if you choose to do it via separate sites. If you have an SF group with 4 SF in a group(2 in each site), that is one logical Store that shares the SF configs across the sites. You can put them all in one DDC(Cloud connectors) group in SF, and then the VDA settings within the VDA itself would pick the grouping first based on this, for example.
(XDC-001.cdz.lan XDC-002.cdz.lan) (XDC-003.cdz.lan XDC-004.cdz.lan).
(XDC-001.cdz.lan XDC-002.cdz.lan) would be what it talks to first.
I don't know geographically how far the sites are from each other either. So, I am giving you examples, depending on the WAN latency between SF servers and your overall Architecture.
https://docs.citrix.com/en-us/tech-zone/design/design-decisions/cvad-disaster-recovery.html