No, your first stages do not need to match.
There are however two schools of thought on matching. One says the same matched regulators mean that you can repair a problem with the same parts kit, and you should expect the same performance from either regulator. If you notice a difference in performance there is likely a problem of some sort. The other thought is that with different brand regulators, an inherent design flaw will only be present in one regulator and not the other. You can also take advantage of some particular strengths in certain situations if you have different brands.
For me... well, mine match. Apeks TX50 second stages with DS4 first stages.
Mark Vlahos