No, you can and likely will have multiple UTXOs in a single mixdepth (jar). But any collaborative coinjoin transaction can have more than one input from each participant. Idea of mixdepth / jar separation is that you should assume that UTXOs from a single mixdepth are correlated. When you participate in coinjoin, equal amount output will move to next mixdepth, change will stay at the same. Basically, treat them as 5 different wallets inside a wallet.