There are two sturgeons in the pond which need to be fed during winter.
As far as I know koi don't need food during frost periods and only a small amount when the pond isn't frozen. I kept feeding the sturgeons on one spot of the pond, unfortunately that is the very same spot the koi choose to spend most of their time at now that it got cold.
Does the sturgeon activity have an impact on the well being of the koi? Should I feed the sturgeons at another spot, eg some meters away from the koi?
The Koi simply won't eat the food if it's too cold, they know their metabolism isn't fully functional and therefore they couldn't process the food. The Koi will likely sit on the bottom and the sturgeon (if hungry) will come up.
Just feed sparingly and none of the food will fall to the Koi, not that they'd be interested anyway.
If the Koi are still active instead of staying in the warmer water, then their metabolism is still functioning enough for them to eat, if they want it. If they really go after it, then yes, feed the sturgeon as far away from them as possible, one pellet at a time.
In researching another answer, I found this guide speaking about feeding fish in winter.
Here are a few paragraphs to give some context. (It's a guide aimed at koi and/or goldfish pond owners, in case you were wondering why it says don't feed your fish at all.)
As the water temperature of your pond falls, the fish will require less food. Watch their food intake and adjust your feeding. Stop feeding your fish completely when the water temperature of your pond reaches an average of 45°F (7°C). At 47-50°F (8-10°C) the fish will begin to hibernate at the bottom of the pond.
Regardless of the outside temperature or if your fish come to the surface during the winter do not feed them. They are surfacing for oxygen not food. If you feed them during this period, the food will not be digested.
If your pond is not suitable to winter your fish you can bring them inside. They can be kept inside a tub or aquarium in your home.
The middle paragraph is the key point, particularly this bit: If you feed them during this period, the food will not be digested. That suggests that there are no direct ill effects on the fish themselves through feeding them in winter. There would of course be an effect on their water quality (which would in turn have a negative impact on the fish) if uneaten food was being left to rot in the pond - but if the sturgeon are eating the food, that of course is not an issue.
