Hey there Just Dave,
The MC plugin widget as well as shortcodes (i.e. [mailchimpsf_form]) for the widget placed in the WP site would all connect to the same list, set in this particular plugin’s settings. The connected list can be changed, but this change would then apply to all instances of the plugin’s forms – MC widget blocks, shortcodes, etc.
I can’t speak to the features of other WP plugins which connect to MailChimp, as some of them may have a multi-list functionality, but the MailChimp List Subscribe Form plugin can only connect to a single list at any time.
One way to connect to more than one list on the same site would be to use the MailChimp embed form codes for each list individually where you need to connect to a list other than what is connected in the plugin.
Let me know if there are any other questions I can answer for you and have a great day.
-Kath