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Do we need to put those stickers that warn of 400V between <-- --> on the sockets that are close and on different phases?

No. To get between two phases fed from two different sockets would require the breach of four safety barriers:

1. Basic insulation on appliance one.
2. Earthed casing or outer insulation on appliance one.
3. Earthed casing or outer insultation on appliance two.
4. Basic insulation on appliance two.

I leave it to you to figure out how plausible this is. [Linked Image]

To label them with which circuit they're on is practical.

How do you get the figure 575V? I can guess:

Three phase 400V would give you 565V if you rectify it: root 2 * 400 = 565V DC
This could be the battery voltage on a 3-phase unit. It could easily be 575V to allow for some voltage drop.