If you want all your companies to access all Warehouses

Make sure the owner is the last child in the family tree

ABC Company
    -> XYZ Company
               -> PQR Company "Warehouse Owner Company"

Now trying to address your primary question

Each warehouse can be assigned different address in it's configuration as mentioned by Mathias Neef, but it will have Owner as the one through which you have logged in or is an active company

Create Warehouses with Owner as PQR Company. This is only if you want all employees of your multiple companies to access all Warehouses. Add them for PQR company in allowed companies in user preferences.

Since the warehouse_id is only read only, and the shop feature being removed you have to switch companies from -> Administrator (user name mentioned on top right) -> Preferences, where the user can see his allowed companies and change them i.e. activate them. All actions taken, like sales order or purchase order or product / warehouse creation, the Company ID would be the one he selects / activates in preferences. So if you go to preferences and activate PQR as user's company, and then create a warehouse, the Warehouse Owner would be PQR Company. Since PQR is at the bottom of family tree, all employees will be able to see that warehouse.

Also make sure when you create a New Product, the Owner of the product should be None, else in Delivery order's the company ID changes to product owner's ID and reports get printed through PQR "Warehouse Owner Company"