Hello Alberto,
There is all the flavors to architect this but the most important thing to consider is that PI need the have the latest SLD version in the landscape.
One more thing, all SAP systems need SLD just at the start up however PI required the SLD to be up running during the runtime. SO PI can't operate without an SLD.
This is why the SLD for PI prod should get all the focus...
Cheers,
Fouad