I am going to set up Indexer clustering in Splunk, where I will user 2 indexer server, 1 search head, and a Splunk license manager.
Can I use the same Splunk_DB directory for all these Splunk servers?
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You can use the same path on each of your servers provided they have independent underlying storage, but you can't put SPLUNK_DB on shared storage and allow all of the servers to use it. They each need their own directory.
For indexer peers / index cluster members you will need to use a common Splunk DB location as the peers have identical configuration in terms of what is pushed from the cluster master server.
In other words the master-apps directory from the master becomes the slave-apps directory on each indexer...