I use the Blackhole virtual audio driver to route audio between apps. Routing from one instance of GP to another will introduce a slight delay (latency) for the one being routed, so you are probably better routing both instances of GP to a third ‘recording’ instance of GP, or route them both to DAW.
There is a GP blog post that discusses routing audio from GP to a DAW.
My Focusrite interface also has ‘loopback’ ports which mean that any app generating audio can be recorded via these ports at the same time e.g. these are ports 5/6 on my interface, so I can route these in GP straight to MRecorder to record everything being output to the interface’s main output.
Finally, having separate files generated by MRecorder is not really a major issue when you can easily combine these in a DAW later. It also gives you the benefit of being asked to adjust the levels/mix things before creating your final mixdown.