Not necessarily no, although they all had the heavy element of life & spirit - Sethe was the only one that had the heavy element of Void. Rukhmar had the heavy element of light, and Anzu had the heavy element of Arcane.
When Rukhmar & Anzu killed Sethe; Anzu devoured Sethe’s corpse to contain his curse - of which devouring so much of the cursed body cursed Anzu himself, however devouring the body of Sethe also gave Anzu the immense power within and was granted insight & power of the Void. (The Lore Source for all of this is in Chronicles)
That being stated however, Anzu had a legendary will-power & wavered the Void Lords aside. This is further reflected with a scroll in Alternate Universe Draenor, which reads: He would converse with the Gods of the Abyss, and he would find them dull, witless creatures.’ indicating he’d communed with the Void Lords and considered them ‘Meh’ lol.
Example of Anzu’s opinion to Void Lords -
’ Anzu: Allow me to clarify to you Void Lords ~ In a sequentially ranked hierarchy, based on level of critical importance, the disparity between us is too vast to quantify. {Looks over at Rukhmar} Rukhmar?
Rukhmar: The Raven lord thinks you’re basic. ’