YrDaDy

No it does not need to be same folder.  But, being in different "trees" it won't be instant, will be more of a copy/move ordeal since unraid will see/act as if they are separate drives.
In radarr you most likely have to setup some type of remote folder.  radarr sees the directory as /data, where deluge sees it as /downloads.. so mapping the /downloads folder via /data in radarr would be the way around that.. if that made any sense.  Tons of tutorials out there, quick google search.. https://blog.harveydelaney.com/installing-radarr-sonar-and-deluge-on-your-unraid-setup/