Hey @schopra,
Thanks for the detailed explanation!
The OAuth app you are developing is not hosted on a salesforce domain though. Your code does not live in salesforce, it lives within your own domain which is also the domain of the redirect url, whitelist url, and verification url (we can also do domain verification via DNS).
I think your question is really how do I redirect back to either companyalpha.my.salesforce.com or companybeta.my.salesforce.com after they install the app since my redirect URL takes me to my domain. You can simply use the state query param which persists through the OAuth flow. The user would click the connect Zoom account button (in their salesforce account or where ever they are connecting from) which navigates to your Zoom Apps install url (with the state query param), then authorize your app, and then land on your redirect url with the query param ?state=companyalpha which you can then redirect them back to companyalpha.my.salesforce.com.
You can see an example of this OAuth flow with the Zoom Sales Force App:
https://marketplace.zoom.us/apps/c8ZcoziZQoaFPE8x6INBag
Let me know if that clears things up! 
Thanks,
Tommy