Using Thanos, each Prometheus can scrape and write data within its own VM 
filesystem. You then deploy the Thanos sidecar within each of these Prometheus 
VM. Then, you use Thanos query and connect these sidecars in it. Thanos query 
provides a Prometheus API with global view with automatic de-duplication.

If you use Grafana, you then use the Thanos Query HTTP API endpoint as your 
Prometheus datasource URL.

I have been using this kind of setup in Production and have been very happy 
with it. See https://thanos.io/

Other choices are Cortex and VictoriaMetrics (advertised to have  easier setup 
and better performance than Cortex and Thanos).


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