Direct Connect LAG across circuits from different providers

If you are purchasing Direct Connect ports from the same account, then we don't have any specific requirement to use the same service provider. Although, running LAGs across different providers which may have completely different characteristics (relevant if they purchase L2 services) and latency (think about an outage and one provider re-route its traffic via a different physical path) is a poor and risky practice. Also, generally multiple circuits joined using LAG work best when terminated on the same equipment.

As an alternative to upgrading to 10Gig port, you can consider using BGP with ECMP (Equal Cost Multipath) with AWS Transit Gateway to take advantage of both circuits from different providers.