In a vertically clustered application, the multiple application servers are on the same system and most likely use a common file system.
In a horizontally clustered application, the multiple application servers are on separate systems.
If you want to capture SQL statements by running the cluster members and capturing from them at the same time, you should not configure the cluster members to write to the same pureQueryXML file. It is possible for them to corrupt the file as they contend with each other to write to it.
Instead of configuring the cluster members to write to a single file, you can configure each of them to write to a particular file that none of the other cluster members have access to. Each cluster member can then run a particular set of SQL statements in the application.
You can then merge the pureQueryXML files into a single file that the entire clustered application can use at run time.