Hi Henry ,
I think you mean a SMD agent and not SDM agent.SAP recommends to use only one Diagnostics Agent per Managed host.( Physical or virtual host)
But the documentation also says that "Only one Diagnostics Agent for each Solution Manager must exist per physical, virtual or logical host running a managed component"
It would be possible do it. Install two SMD agents and configure it in such a way that they send monitoring data to two different SOLMAN system .
It would give you a warning that diagnostics agent is already installed.But you can install with a different instance number and same sid.
1365123 - Installation of Diagnostics Agents
1833501 - Diagnostics Agent - Installer Versions
Check AgentInstallationStrategy pdf inside of note 1365123 page no 19.
Thanks
Amit