Yes that is correct.
Zigbee devices can only be connected to one Zigbee network, and it is generally recommended to put all your Zigbee devices on a single Zigbee network if possible, but that might not always be possible (such as when different Zigbee gateways does not fully support the same devices). The benifits with having all your Zigbee devices on a single Zigbee network if possible is not only easy of management but Zigbee also relies heavily on Zigbee network mesh technology for range and coverage. Again read this → Zigbee networks: how to guide for avoiding interference and optimize for getting better range + coverage
So while not optimal you can indeed use the ZHA integration and Zigbee2MQTT at the same time if they each have their own seperate Zigbee Coordinator adapter, just as you could also use a Philips Hue Bridge and a IKEA Trådfri Gateway at the same time, and it is of course possible to connect all to Home Assistant at the same time using different integrations, but none of them will be aware of each other at the Zigbee level, only at the Home Assistant application level.
Just to clearify; you want a Texas Instruments CC2652P based adapter (like the ZBDongle-P) for Zigbee2MQTT since it only has experimental support for Silicon Labs based adapters (like ZBDongle-E). Check out this recommendations thread: