Let me see if I follow what you want to do: you have to Direct Connect links in two different Direct Connect locations. And you want the two Private VIFs connected to the same Direct Connect gateway, which is associated to your VPC(s). Is that right?
If it is, you can do that, check this section of the Hybrid Connectivity AWS Whitepaper: https://docs.aws.amazon.com/whitepapers/latest/hybrid-connectivity/aws-dx-dxgw-with-aws-transit-gateway-multi-regions-and-aws-public-peering.html. The example there shows Transit VIFs as it is connecting to a Transit Gateway in the Regions, but you can also do it with Private VIFs.
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