There is a very basic rule to follow:
You need to include ALL servers that send mail for a domain.
So, if you are setting SPF for 2 domains, you will need to add the same TXT file to BOTH domain DNS space if the outbound IP is the same.
It is the IP addresses that you need to reference. You can use 'A' record to reference, but this again will point to an IP address.
Find out what the public IP is that is used to send outbound mail from this location and that is what to include. You can look at the email headers to get the IP address.
Shaun