For instance: Site A is main site and has the Master Node, along with a Search Head Cluster and Index Cluster. I want Site A's MN to control index clusters at Site B, Site C and Site D. Sites' Index Clusters are not peers to each other (no connection between the sites, so replication factor is met at the site). Is this possible?
You could in principle put four instances on your master node's machine... alternatively, just spool up a VM for each master.
Martin is saying you can install Splunk in 4 locations on one vm/server.
Ex:
/opt/site1master/splunk
/opt/site2master/splunk
Each instance would need a different splunkd port number. For example 8089 on one, 7089 on another, etc.