A manufacturing can only have one location for components. 

The standard way for your need is to set up two step manufacturing. You will pick the components from different shelfs and bring to the manufacturing location.  This is also what you will do physical.  Somebody will go around and pick what you need. 

It is easy to set up: Just go into the warehouse setting and select two step manufacturing. Odoo will automatic create the routes and rules and the transfer type for picking you need and change the settings in the manufacturing order.

It is possible to set up picking by each manufacturing order or all in one picking order. 

Always do changes like this in a testbase first.