SFP to SFP compatibility question

I have a question regarding SFP+ compatibility when it comes to connecting, for example, a server to a switch.

I know certain brand/vendor switches and network adapters prefer certain SFP+ modules but I would like to know if this applies to when you connect two devices together?

For example let's say I have a nexus 9k series switch with Cisco SFP+ modules
and an HP server with HP SFP+ modules. Both are 850nm but will the server be able to connect to the switch? Theoretically it should work but I've come across situations where a server doesn't connect at all unless the switch and server have the exact same modules.