No, you can't do that. Even VPC->Direct Connect Gateway->VPC does not work - traffic must exit the Direct Connect Gateway and be routed on the customer side.
You're correct otherwise - you can do inter-region Transit Gateway peering (same region not possible today and I would question why the customer needs two Transit Gateways in the same region - there are a very few cases where I would consider that a genuine requirement) and VPC connection to Transit Gateway is same-region only.
Updated 2022: Transit Gateway intra-region peering is now available but otherwise this answer is accurate.
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