[Baertram]

Simple answer: Yes.

Only the PTS server got a special folder, instead live it's PTS

But addons are able to save the SavedVariables in the same file differently for the different servers.
Some addons do this, others do not. Depends on each addon...
-> Inside live/SavedVariabls/AddonSelector.lua you'd find a table e.g. name "EU Megaserver" and one for "NA Megaserver".
If you want both to be the same AND if the acount is the same AND you are using account wide settings, you could copy the tabls to make them the same, just exchange the headline's string "NA" with "EU" or vice versa.

Alway LOGOUT BEFORE MESSING MANUALLY WITH SV FILES!
> If you are still logged in the server will overwrite the files again from ingame memory once a reloadui or zone change or logout occurs, so your changes will be lost!
And backup the files before you change them.