Always forward all the data to the indexers.
Indexers gonna index, Search heads gonna search 😉
Seriously, indexers are built to store the data, you can cluster them, so the data is replicated, etc. Even if they're not clustered - that's where the data belongs. You'll just get yourself in unsupported trouble 😉
Search heads, even clustered, do not replicate their indexed data, because that's not what they're designed for.
Therefore - follow best practice, please.
Hope that helps - if it does I'd be happy if you would upvote/accept this answer, so others could profit from it. 🙂
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