Related to this question about Shield Guardian's damage transference, where it is noted that chaining the amulets doesn't reduce the damage for the original owner.
Then, looking at the answers to this question about wearing multiple amulets.
Use common sense to determine whether more than one kind of a given magic item can be worn.
It seems to indicate that there's no strict ruling on wearing multiple amulets.
Does a character get 2 damage transferences from wearing 2 Shield Guardian amulets?
As mentioned in answers for another Shield Guardian question, 'damage is damage' after it's halved and shared. Indicating that (if there is an order) the halved damage should still be treated as damage taken and active the other amulet.