Correct, a single shard will only live on one disk. As for which disks get the allocation, my understanding/experience is that the allocator attempts to balance the shard count, not the disk usage. So let's say you have:
- sda, 70% full, 10 shards
- sdb, 10% full, 12 shards
- sdc, 10% full, 12 shards
- sdd, 10% full, 12 shards
If you create a new single shard index, you might think it would go to one of the 3 nearly empty disks. Instead it'll pile on to the 70% full disk, because it only has 10 shards.
Now, once that 70% full disk becomes 85% full, the default disk threshold watermark will kick in and it won't get assigned new shards.