Do you really need to be connected to 2 databases at once for this?
If you are doing a CIM Load it sounds as though this is MFG/PRO.
Do you want to copy data from one database to another?
If so, it might be better to generate the CIM file from database 1, then load the CIM file into database 2.
Don't forget that an MFG/PRO CIM Load is essentially a batch process and you don't really want to be doing it with 2 databases connected with the same schema.
What are you trying to do?