UDIM problems

Am i right in thinking you cant have an udim set for different objects? I have 1 model but with moving parts. some is subsurfed lvl 2 and others are hard surface parts with basic geometry and just a bevel mod to save unnecessary geometry.

I tried to make an udim set with all the parts and got the uv’s set out but now cant see them all at the same time, and cant paint across the sets.