Matt here from the Guru Team! :-)
That is a great question. I am not sure about other ecommerce platforms but Shopify saves all our stores using ServerCentral Hosting. Our merchants are not able to integrate their own virtual private server's with Shopify stores in this case. :-)
As found here "ServerCentral Hosting is an enterprise-level hosting service that serves the most reputable businesses around the world. With over 10 years of experience, they provide all Shopify plans with fast and reliable hosting".
I hope that helps and you have an excellent day! :-)