Bordatella can be fatal to rats as well as guinea pigs, hence not keeping together, but personally I do not have a problem with them in the same air space, just not immediate contact. But equally your dog could pass this on to your small furries if they have the correct strain of kennel cough, or even a few days post vaccine as its live.
Rats and mice can transmit Mycoplasma pulmonis to each other.
Sendai Virus is most common in mice but can also affect rats and hamsters. Guinea pigs have been found to be infected with it but AFAIK it doesn't make them sick so its thought it may be a different strain. Similarly there was a case in lab rabbits but it only affected the upper respitory tract and did not spread to the lungs as it does in mice rats and hamsters.
I've kept many of these animals at the same time in the same rooms. For me its about being aware of the risk and taking preventative measures - good cleaning, quarantining new arrivals and poorly animals, washing hands between species etc. Even my different groups of rabbits have seperate dstpans and brushes etc.