#!/usr/bin/perl
use strict;
use warnings;

my ($buff,$hostname,$address);
my $criteria="DMZ|CRIT";
while(<DATA>){
        #flip-flop. while /begin/ to /end/ condition, you enter the if block
        #and line number is set to $num.
        if(my $num = /define\s+host\{/ .. /\s*\}/ ){
                $buff ='' if($num==1); #for regex match keep text to $buff
                $buff .=$_;

                if( /\s*host_name\s+(.*)/ ){ #get hostname
                        $hostname=$1;
                }
                if( /\s*address\s+(.*?)/ ){  #get address
                        $address= $1;
                }

                #E0 shows end of Block. if $buff has $criteria, print
                if ($num =~ /E0/ && $buff =~ /$criteria/s ){
                        print "$address $hostname is in $criteria \n";
                }
        }

}
__DATA__
same data with yours...

##</code><code>##

egrep -A 2 -B 5 "hostgroups.*(CRIT|DMZ)" your_config_file