Hi Timothee! Thank you for reading my story!
To be frank I have not yet tried hosting all of my components on a singe self-hosting dedicated server. The reason I went for the "multi-platform" approach was that initially I was hosting my built Gastby frontend on Netlify. I chose Netlify because it was a super easy process to deploy my project there. All I had to do was drag and drop my public Gatsby folder (which had the Strapi stuff built in there as well). After some time I realized I wanted any changes on my Strapi backend to re-build and re-deploy my site directly, without me having to drag and drop the public folder to Netlify every time. I decided to start hosting a live version of my Strapi on the backend, and communicate any changes on Strapi to Netlify via webhooks. If I am not mistaken one could probably host all their components on Digital Ocean for example. But I chose Netlify and Heroku mainly because they were free, and because I knew how to use them more or less from previous experience. I am sorry I couldn't give you a proper analysis of the pros and cons of my approach. I am still a junior developer learning every day 😂. Thanks for reading my story and commenting. Appreciate it!